ABSTRACT


On some hyperbolic principal values of Brownian local times.
Larbi Alili, April 3, 2002

We present results about the laws of Cauchy's principal value integral of the hyperbolic cotangent of Brownian motion and the normalized Brownian excursion. We first extend some results of Biane and Yor, then we provide some identities in law.


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Martijn Pistorius (pistorius@math.uu.nl)

Last Updated: February 7, 2002