An excursion approach to Ray-Knight theorems for perturbed Brownian motion

Stochastic Processes and their Applications

Volumn 63, Issue 1, 1996, Pages 67-74

  Perman, Mihael ^a,b  

^a UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^b INSTITUTE OF MATHEMATICS   (Slovenia)

Author keywords

Excursion theory; Local times; Path transformations; Perturbed Brownian motion; Ray Knight theorems

Indexed keywords

EID: 0030268575     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4149(96)00066-X     Document Type: Article

References (14)

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