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)

DOI10.1007/BF01192552MaRDI QIDQ756864zbMATH OpenFDO

Authors Pierre Vallois

Publication date 1991

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01192552

zbMATH Keywords

Bessel bridge Brownian local time process decompositions of the Brownian path

Mathematics Subject Classification ID

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

Review text

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)].

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