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On a generalized arc-sine law for one-dimensional diffusion processes

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Publication:1775251
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zbMath1067.60075MaRDI QIDQ1775251

Yuko Yano, Yuji Kasahara

Publication date: 6 May 2005

Published in: Osaka Journal of Mathematics (Search for Journal in Brave)



Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05) Diffusion processes (60J60)


Related Items (7)

On the joint law of the occupation times for a diffusion process on multiray ⋮ On the occupation time on the half line of pinned diffusion processes ⋮ Statistical estimation of the oscillating Brownian motion ⋮ Lamperti-type laws ⋮ On occupation times of one-dimensional diffusions ⋮ Remarks on the density of the law of the occupation time for Bessel bridges and stable excursions ⋮ Arcsine laws for random walks generated from random permutations with applications to genomics






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