Title of article :
Ray–Knight theorems related to a stochastic flow
Author/Authors :
Hu، نويسنده , , Yueyun and Warren، نويسنده , , Jon، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2000
Abstract :
We study a stochastic flow of C1-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, Ann. Probab. 27, 50–108).
Keywords :
Jacobi processes , Flow , Ray–Knight theorems
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications
