Ray-Knight theorems related to a stochastic flow
We study a stochastic flow of -homeomorphisms of . 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, Ann. Probab. 27, 50-108).
Year of publication: |
2000
|
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Authors: | Hu, Yueyun ; Warren, Jon |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 86.2000, 2, p. 287-305
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Publisher: |
Elsevier |
Subject: | Flow Ray-Knight theorems Jacobi processes |
Saved in:
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