A stochastic flow arising in the study of local times

DOI10.1007/s00440-005-0449-0zbMath1081.60047arXivmath/0405173OpenAlexW2038031573MaRDI QIDQ2575679

Jon Warren

Publication date: 6 December 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0405173

zbMATH Keywords

local times of Brownian motionstochastic flow of homeomorphisms of R

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (5)

Fine mesh limit of the VRJP in dimension one and Bass-Burdzy flow ⋮ On the stochastic flow generated by the one default model in one-dimensional case ⋮ Penalizations of the Brownian motion with a functional of its local times ⋮ Inverting the ray-knight identity on the line ⋮ Path decompositions of perturbed reflecting Brownian motions

Cites Work

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• Brownian excursion conditioned on its local time
• Some Brownian functionals and their laws
• Ray-Knight theorems related to a stochastic flow
• Stochastic bifurcation models

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