A direct proof of the Ray-Knight theorem

 Access to full text

 Full (PDF)

1. [1] J. Azema and M. Yor : "En guise d'introduction". Soc. Math. France Astérisque52-53, 3-16, (1978). MR509476
2. [2] J. Azema and M. Yor : "Une solution simple au problème de Skorokhod". Sem. Probab. XIII, Lecture Notes in Mathematics721, 90-115, Springer (1979). Zbl0414.60055MR544782
3. [3] K. Ito and H.P. Mc Kean : "Diffusion Processes and their Sample Paths". Springer (1965). Zbl0127.09503
4. [4] T. Jeulin and M. Yor : "Autour d'un théorème de Ray". Soc. Math. France Astérisque52-53, 145-158, (1978). 
5. [5] F. Knight : "Random Walks and a sojourn density of Brownian motion". TAMS109, 56-86, (1963). Zbl0119.14604MR154337
6. [6] N. Lebedev : "Special functions and their applications". Prentice Hall (1965). Zbl0131.07002MR174795
7. [7] D. Ray : "Sojourn times of diffusion processes". Ill. Journ. Math.7, 615-630, (1963). Zbl0118.13403MR156383
8. [8] T. Yamada and S. Watanabe : "On the uniqueness of solutions of stochastic differential equations". J. Math. Kyoto Univ.11, 155-167, (1971). Zbl0236.60037MR278420
9. [9] T. Shiga and S. Watanabe : "Bessel diffusions as a one-parameter family of diffusion processes". Z. für Wahr., 27, 37-46, (1973). Zbl0327.60047MR368192

1. Jean-François Le Gall, Sur la mesure de Hausdorff de la courbe brownienne