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

DOI10.1016/0304-4149(96)00066-XzbMath0909.60067MaRDI QIDQ1272155

Mihael Perman

Publication date: 23 November 1998

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

zbMATH Keywords

local timesexcursion theoryperturbed Brownian motionRay-Knight theoremspath transformations

Mathematics Subject Classification ID

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

Related Items

Uniform control of local times of spectrally positive stable processes, An infinite-dimensional representation of the Ray-Knight theorems, Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\), The SDE solved by local times of a Brownian excursion or bridge derived from the height profile of a random tree or forest, Path decompositions of perturbed reflecting Brownian motions

Cites Work

• Some transformations of diffusions by time reversal
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• Cyclically stationary Brownian local time processes
• A decomposition of Bessel Bridges
• Bessel diffusions as a one-parameter family of diffusion processes
• One-dimensional Brownian motion and the three-dimensional Bessel process
• Brownian local times
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