An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions

Authors
Carmona, P Petit, F Yor, M
Citation
P. Carmona et al., An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions, STOCH PR AP, 79(2), 1999, pp. 323-333
Citations number
11
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149 → ACNP
Volume
79
Issue
2
Year of publication
1999
Pages
323 - 333
Database
ISI
SICI code
0304-4149(19990201)79:2<323:AIILIR>2.0.ZU;2-J