A trivariate law for certain processes related to perturbed Brownian motions

DOI10.1016/j.anihpb.2003.11.004zbMath1060.60082OpenAlexW2076958199MaRDI QIDQ1888822

Frédérique Petit, Marc Yor, Philippe Carmona

Publication date: 29 November 2004

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_2004__40_6_737_0

zbMATH Keywords

Bessel processesreflecting Brownian motionRay-Knight theoremsgeneralized arcsine laws

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Brownian motion (60J65) Diffusion processes (60J60) Local time and additive functionals (60J55)

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