par Vakeroudis, Stavros 
;Yor, Marc
Référence Electronic communications in probability, 17, page (1-9)
Publication Publié, 2012
;Yor, MarcRéférence Electronic communications in probability, 17, page (1-9)
Publication Publié, 2012
Article révisé par les pairs
| Résumé : | We present a new proof of the extended arc-sine law related to Walsh's Brownian motion, known also as Brownian spider. The main argument mimics the scaling property used previously, in particular by D. Williams [12], in the 1-dimensional Brownian case, which can be generalized to the multivariate case. A discussion concerning the time spent positive by a skew Bessel process is also presented. |
