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/BF01192552zbMATH Open0723.60097MaRDI QIDQ756864FDOQ756864

Authors: Pierre Vallois 

Publication date: 1991

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

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zbMATH Keywords

Bessel bridgeBrownian local time processdecompositions of the Brownian path

Mathematics Subject Classification ID

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

Cites Work

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Cited In (13)

• On first range times of linear diffusions
• Title not available (Why is that?)
• An infinite-dimensional representation of the Ray-Knight theorems
• Title not available (Why is that?)
• Sur la loi conjointe du maximum et de l'inverse du temps local du mouvement brownien: application a un theoreme de knight
• Title not available (Why is that?)
• Title not available (Why is that?)
• Probability density function of the local score position
• Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)
• Some extensions of Pitman and Ray-Knight theorems for penalized Brownian motions and their local times, IV
• Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné
• Asymptotic behavior of the local score of independent and identically distributed random sequences.
• Some Brownian functionals and their laws

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