论文标题
莱维(Lévy)占领时间弧形法律的几何偏差
Geometric Deviation From Lévy's Occupation Time Arcsine Law
论文作者
论文摘要
我们证明了莱维(Lévy)占领时间弧形法律的几何延伸,附近是riemannian歧管上的超曲面。与经典的弧形定律的偏差是时间范围的平方根的顺序,并且根据超曲面的平均曲率和基础标准的布朗尼运动的局部时间明确表示。
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.