A stochastic flow arising in the study of local times

Details A stochastic flow arising in the study of local times A stochastic flow arising in the study of local times

2004-05-10

arxiv.org/abs/math/0405173v1

Mathematics

Probability

11 pages

Scientific paper

A stochastic flow of homeomorphisms of the real line previously studied by
Bass and Burdzy is shown to arise in describing a Brownian motion conditional
on knowing its local times on hitting a fixed level. This makes it possible to
connect Ray-Knight type results for the flow with the classical Ray-Knight
theorems for Brownian motion.

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