The three arcsine laws
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 58 (2003) no. 6, pp. 1208-1209
Cet article a éte moissonné depuis la source Math-Net.Ru
@article{RM_2003_58_6_a12,
author = {A. S. Mishchenko},
title = {The three arcsine laws},
journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
pages = {1208--1209},
year = {2003},
volume = {58},
number = {6},
language = {en},
url = {http://geodesic.mathdoc.fr/item/RM_2003_58_6_a12/}
}
A. S. Mishchenko. The three arcsine laws. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 58 (2003) no. 6, pp. 1208-1209. http://geodesic.mathdoc.fr/item/RM_2003_58_6_a12/
[1] D. Revuz, M. Yor, Continuous Martingales and Brownian Motion, Springer-Verlag, Berlin, 1999 | MR | Zbl
[2] A. S. Cherny, A. N. Shiryaev, M. Yor, Teoriya veroyatn. i ee primen., 47:3 (2002), 498–517 | MR
[3] A. Borodin, P. Salminen, Spravochnik po brounovskomu dvizheniyu, Izd-vo “Lan”, SPb., 2000