A scaling proof for walsh's brownian motion extended arc-sine law
- Vakeroudis, Stavros
- Yor, Marc
Publication date
January 2012
DOI Publisher
Institute of Mathematical Statistics ISSN
1083-589X Citation count (estimate)
2Abstract
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 [12], 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.SCOPUS: ar.jinfo:eu-repo/semantics/publishe
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