The Ray-Knight theorem with fixed time

DOI10.1007/BFB0101769MaRDI QIDQ4213432zbMATH OpenFDO

Authors Christophe Leuridan

Publication date 23 August 1999

Published in Lecture Notes in Mathematics (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=SPS_1998__32__376_0, https://eudml.org/doc/113997

zbMATH Keywords

Brownian motionlocal timeRay-Knight theorem

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

Review text

Consider the one-dimensional Brownian motion and its local time. The paper deals with the joint distribution of these two plus one or two other related quantities, computes the density, studies the Markov or non-Markov properties and presents the generators in the Markov case. A parallel result under certain time-change is also presented. For the entire collection see [Zbl 0893.00035].

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