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Flow Ray-Knight theorems Jacobi processes 1
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Hu, Yueyun 1 Warren, Jon 1
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Stochastic Processes and their Applications 1
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Ray-Knight theorems related to a stochastic flow
Hu, Yueyun; Warren, Jon - In: Stochastic Processes and their Applications 86 (2000) 2, pp. 287-305
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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