Un théorème de Ray-Knight lié au supremum des temps locaux browniens. (A Ray-Knight theorem related to suprema of Brownian local times)

DOI10.1007/BF01217747zbMath0688.60060MaRDI QIDQ1263885

Nathalie Eisenbaum

Publication date: 1990

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

zbMATH Keywords

local timesBessel processesfirst hitting timeRay-Knight theorems on Brownian local times

Mathematics Subject Classification ID

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

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Cites Work

• Asymptotic laws of planar Brownian motion
• On the joint distribution of the maximum and its location for a linear diffusion
• A decomposition of the Brownian path
• Sojourn times of diffusion processes
• A decomposition of Bessel Bridges
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I
• Markov properties of Brownian local time
• Random Walks and A Sojourn Density Process of Brownian Motion
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