A stochastic flow arising in the study of local times
成果类型：
Article
署名作者：
Warren, J
署名单位：
University of Warwick; University of California System; University of California Berkeley
刊物名称：
PROBABILITY THEORY AND RELATED FIELDS
ISSN/ISSBN：
0178-8051
DOI：
10.1007/s00440-005-0449-0
发表日期：
2005
页码：
559-572
关键词：
摘要：
A stochastic flow of homeomorphisms of R 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.