Lenses in skew Brownian flow

DOI10.1214/009117904000000711zbMath1071.60073arXivmath/0503586OpenAlexW3102034005MaRDI QIDQ1769507

Haya Kaspi, Krzysztof Burdzy

Publication date: 21 March 2005

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503586

zbMATH Keywords

stochastic flowskew Brownian motion

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items (9)

Scaling and local limits of Baxter permutations and bipolar orientations through coalescent-walk processes ⋮ Shy couplings ⋮ The skew Brownian permuton: A new universality class for random constrained permutations ⋮ Diffusions on a space of interval partitions: the two-parameter model ⋮ Optimal space-time adaptive wavelet methods for degenerate parabolic PDEs ⋮ Three examples of Brownian flows on \(\mathbb{R}\) ⋮ Squared Bessel processes of positive and negative dimension embedded in Brownian local times ⋮ Captive diffusions and their applications to order-preserving dynamics ⋮ Flows generated by stochastic equations with reflection

Cites Work

• Construction of semimartingales from pieces by the method of excursion point processes
• On skew Brownian motion
• Some transformations of diffusions by time reversal
• Exit systems
• Local time flow related to skew Brownian motion.
• Integration of Brownian vector fields.
• Flows, coalescence and noise.
• Time Reversions of Markov Processes
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