Advertisement

A direct proof of the Ray-Knight theorem

  • P. Mc Gill
Conference paper
Part of the Lecture Notes in Mathematics book series (LNM, volume 850)

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. [1]
    J. AZEMA and M. YOR: "En guise d'introduction". Soc. Math. France Astérisque 52–53, 3–16, (1978).Google Scholar
  2. [2]
    J. AZEMA and M. YOR: "Une solution simple au problème de Skorokhod". Sem. Probab. XIII, Lecture Notes in Mathematics 721, 90–115, Springer (1979).Google Scholar
  3. [3]
    K. ITO and H.P. Mc KEAN: "Diffusion Processes and their Sample Paths". Springer (1965).Google Scholar
  4. [4]
    T. JEULIN and M. YOR: "Autour d'un théorème de Ray". Soc. Math. France Astérisque 52–53, 145–158, (1978).Google Scholar
  5. [5]
    F. KNIGHT: "Random Walks and a sojourn density of Brownian motion". TAMS 109, 56–86, (1963).MathSciNetCrossRefzbMATHGoogle Scholar
  6. [6]
    N. LEBEDEV: "Special functions and their applications". Prentice Hall (1965).Google Scholar
  7. [7]
    D. RAY: "Sojourn times of diffusion processes". Ill. Journ. Math. 7, 615–630, (1963).MathSciNetzbMATHGoogle Scholar
  8. [8]
    T. YAMADA and S. WATANABE: "On the uniqueness of solutions of stochastic differential equations". J. Math. Kyoto Univ. 11, 155–167, (1971).MathSciNetzbMATHGoogle Scholar
  9. [9]
    T. SHIGA and S. WATANABE: "Bessel diffusions as a one-parameter family of diffusion processes". Z. für Wahr., 27, 37–46, (1973).MathSciNetCrossRefzbMATHGoogle Scholar

Copyright information

© Springer-Verlag 1981

Authors and Affiliations

  • P. Mc Gill
    • 1
  1. 1.Dept. of MathematicsNew University of UlsterColeraineN. Ireland

Personalised recommendations