EconPapers    
Economics at your fingertips  
 

An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions

Philippe Carmona, Frédérique Petit and Marc Yor

Stochastic Processes and their Applications, 1999, vol. 79, issue 2, 323-333

Date: 1999
References: View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4149(98)00087-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:79:y:1999:i:2:p:323-333

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:spapps:v:79:y:1999:i:2:p:323-333