Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. (An extension of the theorems of Ray and Knight on Brownian local times) (Q756864): Difference between revisions

We introduce two classes of random variables V such that the Brownian local time process at time V is distributed as a 0 or 2 dimensional Bessel bridge. Moreover, we obtain new decompositions of the Brownian path on the interval [0,V], which generalize \textit{D. Williams}' results [Bull. Am. Math. Soc. 76, 871-873 (1970; Zbl 0233.60066)].