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Pré-Publication, Document De Travail Année : 2012

A scaling proof for Walsh's Brownian motion extended arc-sine law

Résumé

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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Dates et versions

hal-00708858 , version 1 (16-06-2012)
hal-00708858 , version 2 (17-09-2012)
hal-00708858 , version 3 (29-12-2012)

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Stavros Vakeroudis, Marc Yor. A scaling proof for Walsh's Brownian motion extended arc-sine law. 2012. ⟨hal-00708858v3⟩
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