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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.
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참고문헌 (5)
참고문헌 신청
E. Cinlar / 2010 / Probability and Stochastics / Springer
I. Karatzas / 1998 / Brownian motion and Stochastic Calculus / Springer
P. Levy / 1939 / Sur certaines processus stochastiques homogenes / Compos. Math 7:283~339
R. Durrett / 1996 / Probability : Theory and Examples / Duxbury Press
K. S. Ryu / 2002 / A Measure-Valued Analogue of Wiener Measure and the Measure-Valued Feynman-Kac Formula / Trans. Amer. Math. Soc. 354:4921~4951
I. Karatzas / 1998 / Brownian motion and Stochastic Calculus / Springer
P. Levy / 1939 / Sur certaines processus stochastiques homogenes / Compos. Math 7:283~339
R. Durrett / 1996 / Probability : Theory and Examples / Duxbury Press
K. S. Ryu / 2002 / A Measure-Valued Analogue of Wiener Measure and the Measure-Valued Feynman-Kac Formula / Trans. Amer. Math. Soc. 354:4921~4951
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