A direct proof of the Ray-Knight theorem

P. Mc Gill

Séminaire de probabilités de Strasbourg (1981)

  • Volume: 15, page 206-209

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Mc Gill, P.. "A direct proof of the Ray-Knight theorem." Séminaire de probabilités de Strasbourg 15 (1981): 206-209. <http://eudml.org/doc/113323>.

@article{McGill1981,
author = {Mc Gill, P.},
journal = {Séminaire de probabilités de Strasbourg},
keywords = {local time},
language = {eng},
pages = {206-209},
publisher = {Springer - Lecture Notes in Mathematics},
title = {A direct proof of the Ray-Knight theorem},
url = {http://eudml.org/doc/113323},
volume = {15},
year = {1981},
}

TY - JOUR
AU - Mc Gill, P.
TI - A direct proof of the Ray-Knight theorem
JO - Séminaire de probabilités de Strasbourg
PY - 1981
PB - Springer - Lecture Notes in Mathematics
VL - 15
SP - 206
EP - 209
LA - eng
KW - local time
UR - http://eudml.org/doc/113323
ER -

References

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  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

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