Dynkin's isomorphism theorem and the Ray-Knight theorems

DOI10.1007/BF01199028zbMath0801.60064MaRDI QIDQ1333572

Nathalie Eisenbaum

Publication date: 21 November 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

Ray-Knight theoremslocal times of a diffusionproperties of squared Bessel processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items

A Ray-Knight theorem for symmetric Markov processes., Joint density for the local times of continuous-time Markov chains, On the Markov property of local time for Markov processes on graphs, New perspectives on Ray's theorem for the local times of diffusions, Analysis of market weights under volatility-stabilized market models, Decompositions of infinitely divisible nonnegative processes, Inverting Ray-Knight identity

Cites Work

• Variations sur une formule de Paul Lévy. (Variations on a formula of Paul Levý)
• Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
• Diffusion processes and their sample paths.
• Sojourn times of diffusion processes
• Bessel diffusions as a one-parameter family of diffusion processes
• Random Walks and A Sojourn Density Process of Brownian Motion
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