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A stochastic flow arising in the study of local times
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UNSPECIFIED (2005) A stochastic flow arising in the study of local times. PROBABILITY THEORY AND RELATED FIELDS, 133 (4). pp. 559-572. doi:10.1007/s00440-005-0449-0 ISSN 0178-8051.
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Official URL: http://dx.doi.org/10.1007/s00440-005-0449-0
Abstract
A stochastic flow of homeomorphisms of R previously studied by Bass and Burdzy [2] and Hu and Warren [4] is shown to arise in the study of the local times of Brownian motion. This leads to a new proof of the Ray-Knight theorems for the flow via the classical Ray-Knight theorems for Brownian motion.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | PROBABILITY THEORY AND RELATED FIELDS | ||||
Publisher: | SPRINGER | ||||
ISSN: | 0178-8051 | ||||
Official Date: | December 2005 | ||||
Dates: |
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Volume: | 133 | ||||
Number: | 4 | ||||
Number of Pages: | 14 | ||||
Page Range: | pp. 559-572 | ||||
DOI: | 10.1007/s00440-005-0449-0 | ||||
Publication Status: | Published |
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