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- W33688049 abstract "Using Tanaka’s formula in an appropriate filtration, we give a representation property for the excursions below a given level of the (possibly killed) Brownian motion. Ray-Knight’s theorems on Brownian local times are then directly deduced from Tanaka’s formula.KeywordsBrownian MotionLocal TimeRepresentation PropertyBessel ProcessStrong Markov ProcessThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves." @default.
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- W33688049 date "1984-01-01" @default.
- W33688049 modified "2023-09-30" @default.
- W33688049 title "Ray-Knight’s Theorem on Brownian Local Times and Tanaka’s Formula" @default.
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- W33688049 doi "https://doi.org/10.1007/978-1-4684-9169-2_8" @default.
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