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2012 A scaling proof for Walsh's Brownian motion extended arc-sine law.
Stavros Vakeroudis, Marc Yor
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Electron. Commun. Probab. 17: 1-9 (2012). DOI: 10.1214/ECP.v17-2319

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.

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Stavros Vakeroudis. Marc Yor. "A scaling proof for Walsh's Brownian motion extended arc-sine law.." Electron. Commun. Probab. 17 1 - 9, 2012. https://doi.org/10.1214/ECP.v17-2319

Information

Accepted: 31 December 2012; Published: 2012
First available in Project Euclid: 7 June 2016

zbMATH: 1323.60115
MathSciNet: MR3007207
Digital Object Identifier: 10.1214/ECP.v17-2319

Subjects:
Primary: 60J60, 60J65
Secondary: 60G52, 60J70

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