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Ray-Knight theorems related to a stochastic flow
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UNSPECIFIED (2000) Ray-Knight theorems related to a stochastic flow. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 86 (2). pp. 287-305. ISSN 0304-4149.
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Abstract
We study a stochastic flow of l(1)-homeomorphisms of R. At certain stopping times, the spatial derivative of the flow is a diffusion in the space variable and its generator is given This answers several questions posed in a previous study by Bass and Burdzy (1999, Arm. Probab. 27, 50-108). (C) 2000 Elsevier Science B.V. All rights reserved. MSC: 60J55; 60J60.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | STOCHASTIC PROCESSES AND THEIR APPLICATIONS | ||||
Publisher: | ELSEVIER SCIENCE BV | ||||
ISSN: | 0304-4149 | ||||
Official Date: | April 2000 | ||||
Dates: |
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Volume: | 86 | ||||
Number: | 2 | ||||
Number of Pages: | 19 | ||||
Page Range: | pp. 287-305 | ||||
Publication Status: | Published |
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