On certain discounted arc-sine laws

DOI10.1016/S0304-4149(97)00049-5zbMath0943.60069OpenAlexW2080781839MaRDI QIDQ1965871

Marc Yor

Publication date: 1 March 2000

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

Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00049-5

zbMATH Keywords

local timesarc-sine laws

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Cites Work

• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• Symmetry characterizations of certain distributions, 1
• Symmetry characterizations of certain distributions, 2: Discounted additive functionals and large deviations

This page was built for publication: On certain discounted arc-sine laws