Dynkin's isomorphism theorem and the Ray-Knight theorems (Q1333572)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynkin's isomorphism theorem and the Ray-Knight theorems |
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Dynkin's isomorphism theorem and the Ray-Knight theorems (English)
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21 November 1994
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In the case of diffusions, we show that the isomorphism theorem of Dynkin and the Ray-Knight theorems can be derived from each other. Our proof uses additivity properties of squared Bessel processes and an absolute continuity relation between squared Bessel processes of dimensions one and three.
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local times of a diffusion
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Ray-Knight theorems
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properties of squared Bessel processes
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