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THE ARCSINE LAW IN THE ANALOGUE OF WIENER SPACE
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 Title & Authors
THE ARCSINE LAW IN THE ANALOGUE OF WIENER SPACE
Ryu, Kun Sik;
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 Abstract
In this note, we prove the theorems in analogue of Wiener space corresponding to the second and the third arcsine laws in the concrete Wiener space [1, 2] and we show that our results are exactly same to the concrete Wiener case when the initial condition gives the Dirac measure at the origin.
 Keywords
analogue of Wiener measure space;the second arcsine laws;the third arcsine laws;
 Language
English
 Cited by
 References
1.
E. Cinlar, Probability and Stochastics, Springer, 2010.

2.
I. Karatzas and S. E. Shreve, Brownian motion and Stochastic Calculus, Springer, 1998.

3.
P. Levy, Sur certaines processus stochastiques homogenes, Compos. Math. 7 (1939), 283-339.

4.
R. Durrett, Probability : Theory and Examples, 2nd edition, Duxbury Press, 1996.

5.
K. S. Ryu and M.K Im, A Measure-Valued Analogue of Wiener Measure and the Measure-Valued Feynman-Kac Formula, Trans. Amer. Math. Soc., Vol 354, 4921-4951, 2002. crossref(new window)