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
Pages
19
From page
287
To page
305
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
Serial Year
2000
Journal title
Stochastic Processes and their Applications
Record number
1576617
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