Lenses in Skew Brownian Flow

Details Lenses in Skew Brownian Flow Lenses in Skew Brownian Flow

2005-03-25

arxiv.org/abs/math/0503586v1

Annals of Probability 2004, Vol. 32, No. 4, 3085-3115

Mathematics

Probability

Published at http://dx.doi.org/10.1214/009117904000000711 in the Annals of Probability (http://www.imstat.org/aop/) by the Ins

Scientific paper

10.1214/009117904000000711

We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic differential equation simultaneously for all real initial conditions. Due to this lack of the simultaneous strong uniqueness for the whole system of stochastic differential equations, the flow contains lenses, that is, pairs of skew Brownian motions which start at the same point, bifurcate, and then coalesce in a finite time. The paper contains qualitative and quantitative (distributional) results on the geometry of the flow and lenses.

Affiliated with

Also associated with

No associations

Rating

Lenses in Skew Brownian Flow does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Lenses in Skew Brownian Flow, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Lenses in Skew Brownian Flow will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-29567