New perspectives on Ray's theorem for the local times of diffusions

DOI10.1214/AOP/1048516539zbMath1038.60075OpenAlexW2073639349MaRDI QIDQ1394532

Michael B. Marcus, Jay S. Rosen

Publication date: 2003

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1048516539

zbMATH Keywords

Gaussian processesdiffusionssymmetric Markov processesKac's lemmaRay's theorem

Mathematics Subject Classification ID

Local time and additive functionals (60J55)

Cites Work

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• Sample path properties of the local times of strongly symmetric Markov processes via Gaussian processes
• Dynkin's isomorphism theorem and the Ray-Knight theorems
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• A Ray-Knight theorem for symmetric Markov processes.
• Sojourn times of diffusion processes
• On the Ray-Knight Markov Property of Local Times
• Path Decomposition and Continuity of Local Time for One-Dimensional Diffusions, I

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