Sample path behaviour in connection with generalized arcsine laws

DOI10.1007/BF01195477zbMath0832.60049MaRDI QIDQ1903096

Jean Bertoin

Publication date: 13 February 1996

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

diffusion processlast passage timesLévy's second arcsine law

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Sample path properties (60G17)

Related Items

Growth rate of a two-parameter subordinator

Cites Work

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