Arcsine law and one generalization

DOI10.1023/A:1006336605269zbMath0944.60052OpenAlexW146273466MaRDI QIDQ1969276

R. Khasimiskii

Publication date: 18 September 2000

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1006336605269

zbMATH Keywords

diffusion processarcsine lawone-dimensional null-recurrent Markov process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51)

Related Items (4)

Limit distributions of some integral functionals for null-recurrent diffusions. ⋮ On averaging principle for diffusion processes with null-recurrent fast component. ⋮ Occupation time distributions for the telegraph process ⋮ Feynman–Kac formulas for regime-switching jump diffusions and their applications

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