• Corpus ID: 227254510

An infinite-dimensional representation of the Ray-Knight theorems

@article{Aidekon2020AnIR,
  title={An infinite-dimensional representation of the Ray-Knight theorems},
  author={Elie Aid'ekon and Yueyun Hu and Zhan Shi},
  journal={arXiv: Probability},
  year={2020}
}
The classical Ray-Knight theorems for Brownian motion determine the law of its local time process either at the first hitting time of a given value a by the local time at the origin, or at the first hitting time of a given position b by Brownian motion. We extend these results by describing the local time process jointly for all a and all b, by means of stochastic integral with respect to an appropriate white noise. Our result applies to µ-processes, and has an immediate application: a… 

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