An infinite-dimensional representation of the Ray-Knight theorems

DOI10.1007/s11425-022-2068-0zbMath1530.60071arXiv2012.01761OpenAlexW3110005519MaRDI QIDQ6139326

Zhan Shi, Elie E. F. Aidekon, Yue Yun Hu

Publication date: 18 January 2024

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.01761

zbMATH Keywords

white noiseRay-Knight theoremTanaka's formula\( \mu \)-process

Mathematics Subject Classification ID

Brownian motion (60J65) Stopping times; optimal stopping problems; gambling theory (60G40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic equations, flows and measure-valued processes
• Self-avoiding random walk: A Brownian motion model with local time drift
• An excursion approach to Ray-Knight theorems for perturbed Brownian motion
• Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
• The Bolthausen-Sznitman coalescent and the genealogy of continuous-state branching processes
• Stochastic flows associated to coalescent processes. III: Limit theorems
• Sojourn times of diffusion processes
• Asymptotics for occupation times of half-lines by stable processes and perturbed reflecting brownian motion
• Semi-stable Markov processes. I
• Random Walks and A Sojourn Density Process of Brownian Motion

This page was built for publication: An infinite-dimensional representation of the Ray-Knight theorems