An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions

DOI10.1016/S0304-4149(98)00087-8zbMath0965.60074OpenAlexW1994421329MaRDI QIDQ1593606

Frédérique Petit, Philippe Carmona, Marc Yor

Publication date: 17 January 2001

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00087-8

zbMATH Keywords

Bessel processBrownian motionlocal time

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items

Brownian analogues of Burke's theorem.

Cites Work

• Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• Perturbed Brownian motions
• Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
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