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Paper detail

Geometric Deviation From Lévy's Occupation Time Arcsine Law

We prove a geometric extension of Lévy's occupation time arcsine law near a hypersurface on a Riemannian manifold. The deviation from the classic arcsine law is of the order of the square-root of the time horizon and is expressed explicitly in terms of the mean curvature of the hypersurface and the local time of the underlying standard Brownian motion.

preprint2020arXivOpen access
Elton P. HsuCheng Ouyang
math.PR
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Elton P. HsuCheng Ouyang

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