SOME EXTENSIONS OF THE ARE SINE LAW AS PARTIAL CONSEQUENCES OF THE SCALING PROPERTY OF BROWNIAN-MOTION

• 成果类型: Article
• 署名作者: CARMONA, P; PETIT, F; YOR, M
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/BF01204951
• 发表日期: 1994
• 页码: 1-29
• 关键词: bessel processes; arcsine law; excursions

摘要

The scaling property of Brownian motion is exploited systematically in order to extend Paul Levy's are sine law to Brownian motion perturbed by its local time at 0. Other important ingredients of the proofs are some Ray-Knight theorems for local times.