首页    期刊浏览 2025年07月14日 星期一
登录注册

文章基本信息

  • 标题:A scaling proof for Walsh's Brownian motion extended arc-sine law.
  • 本地全文:下载
  • 作者:Vakeroudis, Stavros ; Yor, Marc
  • 期刊名称:Electronic Communications in Probability
  • 印刷版ISSN:1083-589X
  • 出版年度:2012
  • 卷号:17
  • 页码:1-9
  • DOI:10.1214/ECP.v17-2319
  • 语种:English
  • 出版社:Electronic Communications in Probability
  • 摘要:We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams, in the 1- dimensional Brownian case, which can be generalized to the multivariate case. A discussion concerning the time spent positive by a skew Bessel process is also presented.
  • 关键词:Arc-sine law, Brownian spider, Skew Bessel process, Stable variables, Subordinators, Walsh Brownian motion.;Primary: 60J60, 60J65; secondary: 60J70, 60G52.
国家哲学社会科学文献中心版权所有