Abstract
A stochastic flow of homeomorphisms of
previously studied by Bass and Burdzy [2] and Hu and Warren [4] is shown to arise in the study of the local times of Brownian motion. This leads to a new proof of the Ray-Knight theorems for the flow via the classical Ray-Knight theorems for Brownian motion.
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Warren, J. A stochastic flow arising in the study of local times. Probab. Theory Relat. Fields 133, 559–572 (2005). https://doi.org/10.1007/s00440-005-0449-0
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DOI: https://doi.org/10.1007/s00440-005-0449-0
Keywords
- Stochastic Process
- Brownian Motion
- Probability Theory
- Local Time
- Mathematical Biology