A scaling proof for Walsh's Brownian motion extended arc-sine law

Abstract : 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.
Document type :
Preprints, Working Papers, ...
Complete list of metadatas

Cited literature [15 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-00708858
Contributor : Stavros Vakeroudis <>
Submitted on : Saturday, December 29, 2012 - 2:25:26 PM
Last modification on : Wednesday, May 15, 2019 - 3:39:17 AM
Long-term archiving on: Saturday, March 30, 2013 - 3:49:14 AM

Files

Walsh_BM.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-00708858, version 3
  • ARXIV : 1206.3688

Citation

Stavros Vakeroudis, Marc Yor. A scaling proof for Walsh's Brownian motion extended arc-sine law. 2012. ⟨hal-00708858v3⟩

Share

Metrics

Record views

289

Files downloads

490