A stochastic flow arising in the study of local times

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dc.creatorWarren, Jon
dc.date2004-05-10
dc.date.accessioned2026-07-07T05:08:05Z
dc.date.available2026-07-07T05:08:05Z
dc.descriptionA stochastic flow of homeomorphisms of the real line previously studied by Bass and Burdzy is shown to arise in describing a Brownian motion conditional on knowing its local times on hitting a fixed level. This makes it possible to connect Ray-Knight type results for the flow with the classical Ray-Knight theorems for Brownian motion.
dc.description11 pages
dc.identifierhttps://arxiv.org/abs/math/0405173
dc.identifierhttp://arxiv.org/abs/math/0405173
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/71123
dc.subjectProbability
dc.subject60J55; 60J60
dc.titleA stochastic flow arising in the study of local times
dc.typetext

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