On a generalized arc-sine law for one-dimensional diffusion processes

Kasahara, Yuji; Yano, Yuko

Osaka Journal of Mathematics, 2005, 42(1), 1-10

Number of Access:337（2025-09-20 04:37 Counts）

Identifier to cite or link to this item: https://doi.org/10.18910/4469

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Title	On a generalized arc-sine law for one-dimensional diffusion processes
Creator	NRID 1000060108975 1000060108975 CreatorName Kasahara, Yuji
Creator	NRID 1000010337462 1000010337462 researchmap permalink yyano yyano CreatorName Yano, Yuko
Abstract	Laws of the occupation times on a half line are studied for one-dimensional diffusion processes. The asymptotic behavior of the distribution function is determined in terms of the speed measure.
Publisher	Osaka University and Osaka City University, Departments of Mathematics
Source Title	Osaka Journal of Mathematics
Volume (Issue)	42(1)
Page	1-10
Date of Issued	2005-03
Language	English
Handle URL	https://hdl.handle.net/11094/4469
DOI	https://doi.org/10.18910/4469
PISSN	00306126
NCID	AA00765910
Access Rights	open access
oaire:version	Version of Record
Category	紀要論文 Departmental Bulletin Paper
Category	Osaka Journal of Mathematics / Volume 42, Number 1　(2005）

Resource Type	departmental bulletin paper
Local Type	Departmental Bulletin Paper
DCMI Type	Text
Date.Created	2005-03
DCTERMS.bibliographicCitation	Osaka Journal of Mathematics. 2005, 42(1), p. 1-10
DC.title	On a generalized arc-sine law for one-dimensional diffusion processes
DC.creator	Kasahara, Yuji
DC.creator	Yano, Yuko
DC.publisher	Osaka University and Osaka City University, Departments of Mathematics
DC.language' scheme='DCTERMS.RFC1766	English
DC.type' scheme='DCTERMS.DCMIType	Text
DCTERMS.issued' scheme='DCTERMS.W3CDTF	2005-03
DCTERMS.abstract	Laws of the occupation times on a half line are studied for one-dimensional diffusion processes. The asymptotic behavior of the distribution function is determined in terms of the speed measure.
DC.identifier	10.18910/4469
DC.format	4469
citation_title	On a generalized arc-sine law for one-dimensional diffusion processes
citation_author	Kasahara, Yuji
citation_author	Yano, Yuko
citation_publisher	Osaka University and Osaka City University, Departments of Mathematics
citation_language	English
citation_date	2005-03
citation_journal_title	Osaka Journal of Mathematics
citation_volume	42
citation_issue	1
citation_firstpage	1
citation_lastpage	10
citation_public_url	https://hdl.handle.net/11094/4469
citation_doi_detail	10.18910/4469
citation_doi	https://doi.org/10.18910/4469