Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion. (English) Zbl 0808.60066

Summary: The scaling property of Brownian motion is exploited systematically in order to extend Paul Lévy’s arc sine law to Brownian motion perturbed by its local time at 0. Other important ingredients of the proofs are some Ray-Knight theorems for local times.


60J55 Local time and additive functionals
60J65 Brownian motion
Full Text: DOI


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