On a generalized arc-sine law for one-dimensional diffusion processes
Kasahara, Yuji ; Yano, Yuko
Osaka J. Math., Tome 42 (2005) no. 1, p. 1-10 / Harvested from Project Euclid
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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.
Publié le : 2005-03-14
Classification:  
@article{1153494311,
     author = {Kasahara, Yuji and Yano, Yuko},
     title = {On a generalized arc-sine law for one-dimensional diffusion processes},
     journal = {Osaka J. Math.},
     volume = {42},
     number = {1},
     year = {2005},
     pages = { 1-10},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1153494311}
}

Kasahara, Yuji; Yano, Yuko. On a generalized arc-sine law for one-dimensional diffusion processes. Osaka J. Math., Tome 42 (2005) no. 1, pp.  1-10. http://gdmltest.u-ga.fr/item/1153494311/