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A stochastic flow arising in the study of local times
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  • Published: 17 August 2005

A stochastic flow arising in the study of local times

  • Jon Warren1 

Probability Theory and Related Fields volume 133, pages 559–572 (2005)Cite this article

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  • 5 Citations

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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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References

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  3. Donati-Martin, C., Yor, M.: Some Brownian functionals and their laws, Annals of Probability, 25 (3), 1011–1058 (1997)

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Authors and Affiliations

  1. Department of Statistics, University of Warwick, Coventry, CV4 7AL, UK

    Jon Warren

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  1. Jon Warren
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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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  • Received: 14 August 2004

  • Revised: 08 April 2005

  • Published: 17 August 2005

  • Issue Date: December 2005

  • DOI: https://doi.org/10.1007/s00440-005-0449-0

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Keywords

  • Stochastic Process
  • Brownian Motion
  • Probability Theory
  • Local Time
  • Mathematical Biology
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