SOME EXTENSIONS OF THE ARE SINE LAW AS PARTIAL CONSEQUENCES OF THE SCALING PROPERTY OF BROWNIAN-MOTION

Authors
CARMONA P PETIT F YOR M
Citation
P. Carmona et al., SOME EXTENSIONS OF THE ARE SINE LAW AS PARTIAL CONSEQUENCES OF THE SCALING PROPERTY OF BROWNIAN-MOTION, Probability theory and related fields, 100(1), 1994, pp. 1-29
Citations number
30
Categorie Soggetti
Statistic & Probability","Statistic & Probability
Journal title
Probability theory and related fields → ACNP
ISSN journal
01788051
Volume
100
Issue
1
Year of publication
1994
Pages
1 - 29
Database
ISI
SICI code
0178-8051(1994)100:1<1:SEOTAS>2.0.ZU;2-X
Abstract
The scaling property of Brownian motion is exploited systematically in order to extend Paul Levy's are 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.