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).

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Year of publication:	2000
Authors:	Hu, Yueyun ; Warren, Jon
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 86.2000, 2, p. 287-305
Publisher:	Elsevier
Subject:	Flow Ray-Knight theorems Jacobi processes

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008873898