Abstract
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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Schedule a callMore From: Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete
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