Electronic Resource
Springer
Journal of theoretical probability
9 (1996), S. 447-458
ISSN:
1572-9230
Keywords:
Arc-sine law
;
Lévy process
;
local time
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We provide proofs for recent results of Getoor and Sharpe on the distribution of local times on rays for certain planar Lévy processes which were invalidated by an appeal to an incorrect assertion. Our arguments rely on independence properties related to the arc-sine law.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF02214659
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