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In this note, we prove the theorems in the generalized analogue of Wiener space corresponding to the second and the third arcsine laws in either concrete or analogue of Wiener space [1, 2, 7] and we show that our results are exactly same to either the concrete or the analogue of Wiener case when the initial condition gives either the Dirac measure at the origin or the probability Borel measure.
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참고문헌 (7)
참고문헌 신청
Erlan Cinlar / 2010 / Probability and Stochastics / Springer
Ioannis Karatzas / 1998 / Brownian motion and Stochastic Cal-culus / Springer
Paul L evy / 1939 / Sur certaines processus stochastiques homog enes / Compos. Math 7:283~339
Richard 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
Ioannis Karatzas / 1998 / Brownian motion and Stochastic Cal-culus / Springer
Paul L evy / 1939 / Sur certaines processus stochastiques homog enes / Compos. Math 7:283~339
Richard 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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