Abstract
Laws of the occupation times on a half line are studied for one-dimensional diffusion processes. The asymptotic behavior of the distribution function is determined in terms of the speed measure.
Citation
Yuji Kasahara. Yuko Yano. "On a generalized arc-sine law for one-dimensional diffusion processes." Osaka J. Math. 42 (1) 1 - 10, March 2005.
Information
Published: March 2005
First available in Project Euclid: 21 July 2006
zbMATH: 1067.60075
MathSciNet: MR2130959
Rights: Copyright © 2005 Osaka University and Osaka City University, Departments of Mathematics
