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Volumn 9, Issue 2, 1996, Pages 447-458

Some independence results related to the arc-sine law

Author keywords

Arc sine law; L vy process; Local time

Indexed keywords


EID: 21344455098     PISSN: 08949840     EISSN: None     Source Type: Journal    
DOI: 10.1007/BF02214659     Document Type: Article
Times cited : (5)

References (12)
  • 2
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    • Darling, D.A.1    Kac, M.2
  • 3
    • 38249002344 scopus 로고
    • A path decomposition for Lévy processes
    • Doney, R. A. (1993). A path decomposition for Lévy processes. Stoch. Proc. Appl. 47, 167-181.
    • (1993) Stoch. Proc. Appl. , vol.47 , pp. 167-181
    • Doney, R.A.1
  • 4
    • 21844525910 scopus 로고
    • Spitzer's condition and ladder variables in random walks
    • Doney, R. A. (1995). Spitzer's condition and ladder variables in random walks. Prob. Th. Rel. Fields 101, 577-580.
    • (1995) Prob. Th. Rel. Fields , vol.101 , pp. 577-580
    • Doney, R.A.1
  • 5
    • 0000312121 scopus 로고
    • Sample functions of stochastic processes with stationary independent increments
    • Ney, P., and Port, S. (eds.), Dekker
    • Fristedt, B. E. (1974). Sample functions of stochastic processes with stationary independent increments. In Ney, P., and Port, S. (eds.), Advances in Applied Probability III, Dekker, pp. 241-396.
    • (1974) Advances in Applied Probability III , pp. 241-396
    • Fristedt, B.E.1
  • 6
    • 21344498576 scopus 로고
    • On the Arc-sine laws for Lévy processes
    • Getoor, R. K., and Sharpe, M. J. (1994). On the Arc-sine laws for Lévy processes. J. Appl. Prob. 31, 76-89.
    • (1994) J. Appl. Prob. , vol.31 , pp. 76-89
    • Getoor, R.K.1    Sharpe, M.J.2
  • 7
    • 11444256973 scopus 로고
    • Local times on rays for a class of planar Lévy processes
    • Getoor, R. K., and Sharpe, M. J. (1994). Local times on rays for a class of planar Lévy processes. J. Th. Prob. 7, 799-811.
    • (1994) J. Th. Prob. , vol.7 , pp. 799-811
    • Getoor, R.K.1    Sharpe, M.J.2
  • 8
    • 0001327573 scopus 로고
    • Fluctuation identities for Lévy processes and splitting at the maximum
    • Greenwood, P., and Pitman, J. (1980). Fluctuation identities for Lévy processes and splitting at the maximum. Adv. Appl. Prob. 12, 893-902.
    • (1980) Adv. Appl. Prob. , vol.12 , pp. 893-902
    • Greenwood, P.1    Pitman, J.2
  • 9
    • 0001637037 scopus 로고
    • Hitting probabilities of single points for processes with stationary independent increments
    • Kesten, H. (1969). Hitting probabilities of single points for processes with stationary independent increments. Mem. Amer. Math. Soc. Vol. 93.
    • (1969) Mem. Amer. Math. Soc. , vol.93
    • Kesten, H.1
  • 11
    • 0000944515 scopus 로고
    • Symmetric stable processes as traces of degenerate diffusion processes
    • Molchanov, S. A., and Ostrovskii, E. (1969). Symmetric stable processes as traces of degenerate diffusion processes. Th. Prob. Appl. XIV-1, 128-131.
    • (1969) Th. Prob. Appl. , vol.14 , Issue.1 , pp. 128-131
    • Molchanov, S.A.1    Ostrovskii, E.2
  • 12
    • 0038447792 scopus 로고
    • On joint distributions of random variables associated with fluctuations of a process with independent increments
    • Pecherskii, E. A., and Rogozin, B. A. (1969). On joint distributions of random variables associated with fluctuations of a process with independent increments. Th. Prob. Appl. 14, 410-423.
    • (1969) Th. Prob. Appl. , vol.14 , pp. 410-423
    • Pecherskii, E.A.1    Rogozin, B.A.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.