An Arc-Sine Law for Last Hitting Points in the Two-Parameter Wiener Space
We develop the two-parameter version of an arc-sine law for a last hitting time. The existing arc-sine laws are about a stochastic process <inline-formula> <math display="inline"> <semantics> <msub> <mi>X</mi> <mi>t</mi> </msub> </se...
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| Format: | Article |
| Language: | English |
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MDPI AG
2019-11-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/7/11/1131 |