On Paul Lévy's arc sine law and Shiga-Watanabe's time inversion result (Q2772039)
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scientific article; zbMATH DE number 1706582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Paul Lévy's arc sine law and Shiga-Watanabe's time inversion result |
scientific article; zbMATH DE number 1706582 |
Statements
18 February 2002
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Lévy's arc-sine law
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Shiga-Watanabe's time inversion
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On Paul Lévy's arc sine law and Shiga-Watanabe's time inversion result (English)
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Simple proofs of Lévy's arc-sine law for Brownian motion, Brownian bridge and symmetrized Bessel processes are provided. Shiga's and Watanabe's results on time inversion for Bessel processes are generalized to symmetrized Bessel processes.
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