An excursion approach to Ray-Knight theorems for perturbed Brownian motion

DOI10.1016/0304-4149(96)00066-XMaRDI QIDQ1272155zbMATH OpenFDO

Authors Mihael Perman

Publication date 23 November 1998

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(96)00066-X

zbMATH Keywords

excursion theorylocal timespath transformationsperturbed Brownian motionRay-Knight theorems

Mathematics Subject Classification ID

Local time and additive functionals (60J55) Brownian motion (60J65)

Cites work

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Cited in

(13)

• Brownian motion and random walk perturbed at extrema
• Perturbed Brownian motions
• An identity in law involving reflecting Brownian motion, derived from generalized arc-sine laws for perturbed Brownian motions
• Some calculations for doubly perturbed Brownian motion
• Uniform control of local times of spectrally positive stable processes
• The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest
• Squared Bessel processes of positive and negative dimension embedded in Brownian local times
• Path decompositions of perturbed reflecting Brownian motions
• Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV
• Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
• Les théorèmes de ray-knight et la mesure d'ti:ô pour le mouvement brownien sur le tore R/Z
• An infinite-dimensional representation of the Ray-Knight theorems
• Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)

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