Dynkin's isomorphism theorem and the Ray-Knight theorems

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.Research supported in part by Air Force Office of Scientific Research (USAFOSR 89-0261)This work was carried out while visiting the Technion