Ray-Knight theorems related to a stochastic flow

DOI10.1016/S0304-4149(99)00098-8zbMath1028.60075MaRDI QIDQ1411889

Jon Warren, Yue Yun Hu

Publication date: 3 November 2003

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic flowsstopping timesRay-Knight theorems

Mathematics Subject Classification ID

Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items

On the lack of semimartingale property ⋮ Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow ⋮ Inverting the ray-knight identity on the line ⋮ A stochastic flow arising in the study of local times

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The intrinsic local time sheet of Brownian motion
• Local time and stochastic area integrals
• Self-avoiding random walk: A Brownian motion model with local time drift
• Brownian excursion conditioned on its local time
• Stochastic bifurcation models
• Local time flow related to skew Brownian motion.
• Flows of stochastic dynamical systems: The functional analytic approach
• Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
• On the strong comparison theorems for solutions of stochastic differential equations
• Sur la variation quadratique de certaines mesures vectorielles
• A TRANSFORMATION OF THE PHASE SPACE OF A DIFFUSION PROCESS THAT REMOVES THE DRIFT

This page was built for publication: Ray-Knight theorems related to a stochastic flow