Inverting Ray-Knight identity

DOI10.1007/s00440-015-0640-xzbMath1345.60097arXiv1311.6622OpenAlexW1667939015MaRDI QIDQ737312

Pierre Tarrès, Christophe Sabot

Publication date: 10 August 2016

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

Full work available at URL: https://arxiv.org/abs/1311.6622

zbMATH Keywords

martingaleRadon-Nikodým derivativeRay-Knight theoremMarkov jump process

Mathematics Subject Classification ID

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