Inverting the Ray-Knight identity on the line - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Electronic Journal of Probability Année : 2021

Inverting the Ray-Knight identity on the line

Résumé

Using a divergent Bass-Burdzy flow we construct a self-repelling one-dimensional diffusion. Heuristically, it can be interpreted as a solution to an SDE with a singular drift involving a derivative of the local time. We show that this self-repelling diffusion inverts the second Ray-Knight identity on the line. The proof goes through an approximation by a self-repelling jump processes that has been previously shown by the authors to invert the Ray-Knight identity in discrete
Fichier principal
Vignette du fichier
Lupu Sabot Tarres 21-EJP657-1.pdf (448.23 Ko) Télécharger le fichier
Origine : Fichiers éditeurs autorisés sur une archive ouverte

Dates et versions

hal-02315386 , version 1 (14-10-2019)
hal-02315386 , version 2 (30-06-2021)

Identifiants

Citer

Titus Lupu, Christophe Sabot, Pierre Tarrès. Inverting the Ray-Knight identity on the line. Electronic Journal of Probability, 2021, 26, pp.1-25. ⟨10.1214/21-EJP657⟩. ⟨hal-02315386v2⟩
118 Consultations
76 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More