Cited by Lee Sonogan
Abstract by Hugo Panzo
We show that the last zero before time t of a recurrent Bessel process with drift starting at 0 has the same distribution as the product of a right-censored exponential random variable and an independent beta random variable. This extends a recent result of Schulte-Geers and Stadje  from Brownian motion with drift to recurrent Bessel processes with drift. We give two proofs, one of which is intuitive, direct, and avoids heavy computations. For this we develop a novel additive decomposition for the square of a Bessel process with drift that may be of independent interest.
Publication: Project eucid (Peer-Reviewed Journal)
Pub Date: 2021: Doi: 10.1214/21-ECP405
https://projecteuclid.org/journals/electronic-communications-in-probability/volume-26/issue-none/Independent-factorization-of-the-last-zero-arcsine-law-for-Bessel/10.1214/21-ECP405.full (Plenty more sections and references in this research article)