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Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens
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  • Published: December 1991

Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens

  • P. Vallois1 

Probability Theory and Related Fields volume 88, pages 445–482 (1991)Cite this article

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Summary

We introduce two classes of random variablesV such that the Brownian local time process at timeV is distributed as a 0 or 2 dimensional Bessel bridge. Moreover we obtain new decompositions of the Brownian path on the interval [0,V], which generalize Williams' results.

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Authors and Affiliations

  1. Laboratoire de Probabilités, Université Pierre et Marie Curie, Tour 56, 3ème étage, 4, Place Jussieu, F-75252, Paris Cédex 05, France

    P. Vallois

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  1. P. Vallois
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Vallois, P. Une extension des théorèmes de Ray et Knight sur les temps locaux Browniens. Probab. Th. Rel. Fields 88, 445–482 (1991). https://doi.org/10.1007/BF01192552

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  • Received: 12 February 1990

  • Revised: 08 October 1990

  • Issue Date: December 1991

  • DOI: https://doi.org/10.1007/BF01192552

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