Independent factorization of the last zero arcsine law for Bessel processes with drift

DOI10.1214/21-ECP405zbMath1495.60019arXiv2010.00579OpenAlexW3176977814MaRDI QIDQ2064818

Hugo Panzo

Publication date: 6 January 2022

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.00579

zbMATH Keywords

arcsine lawBessel bridgelast exit timeadditivity propertyBessel process with drifttime inversion property

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Sample path properties (60G17)

Uses Software

• MathOverflow

Cites Work

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