Citation
Yy. Hu et J. Warren, Ray-Knight theorems related to a stochastic flow, STOCH PR AP, 86(2), 2000, pp. 287-305
Citations number
24
Categorie Soggetti
Mathematics
Journal title
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
ISSN journal
03044149
→ ACNP
Volume
86
Issue
2
Year of publication
2000
Pages
287 - 305
Database
ISI
SICI code
0304-4149(200004)86:2<287:RTRTAS>2.0.ZU;2-G
Abstract
We study a stochastic flow of l(1)-homeomorphisms of R. At certain stopping
times, the spatial derivative of the flow is a diffusion in the space vari
able and its generator is given This answers several questions posed in a p
revious study by Bass and Burdzy (1999, Arm. Probab. 27, 50-108). (C) 2000
Elsevier Science B.V. All rights reserved. MSC: 60J55; 60J60.