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
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