On a generalized arc-sine law for one-dimensional diffusion processes

Osaka Journal of Mathematics

Volumn 42, Issue 1, 2005, Pages 1-10

  Kasahara, Yuji ^a   Yano, Yuko ^a  

^a OCHANOMIZU UNIVERSITY   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 19944367278     PISSN: 00306126     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (11)

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2. W. Feller: An introduction to probability theory and its applications, II, Wiley, 1971.
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8. Y. Kasahara: Spectral theory of generalized second order differential operators and its applications to Markov processes, Japan J. Math. 1 (1975), 67-84.
9. S. Kotani and S. Watanabe: Krein's spectral theory of strings and generalized diffusion processes, Functional analysis in Markov processes, ed. M. Fukushima, Lecture Notes in Mathematics, 923 (1982), 235-259.
10. J. Lamperti: An occupation time theorem for a class of stochastic processes, Trans. Amer. Math. Soc. 88 (1958), 380-387.
11. S. Watanabe: Generalized arc-sine laws for one-dimensional diffusion processes and random walks; Proc. Sympos. Pure Math. 57, Amer. Math. Soc. 1995, 157-172.