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Dynkin's isomorphism theorem and the Ray-Knight theorems
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  • Published: June 1994

Dynkin's isomorphism theorem and the Ray-Knight theorems

  • Nathalie Eisenbaum1 

Probability Theory and Related Fields volume 99, pages 321–335 (1994)Cite this article

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Summary

In the case of diffusions, we show that the isomorphism theorem of Dynkin and the Ray-Knight theorems can be derived from each other. Our proof uses additivity properties of squared Bessel processes and an absolute continuity relation between squared Bessel processes of dimensions one and three.

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Author information

Authors and Affiliations

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

    Nathalie Eisenbaum

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  1. Nathalie Eisenbaum
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Additional information

Research supported in part by Air Force Office of Scientific Research (USAFOSR 89-0261)

This work was carried out while visiting the Technion

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Eisenbaum, N. Dynkin's isomorphism theorem and the Ray-Knight theorems. Probab. Th. Rel. Fields 99, 321–335 (1994). https://doi.org/10.1007/BF01199028

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  • Received: 12 July 1991

  • Revised: 13 November 1993

  • Issue Date: June 1994

  • DOI: https://doi.org/10.1007/BF01199028

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Mathematics Subject Classifications (1991)

  • 60J55
  • 60J60
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