Lenses in skew Brownian flow (Q1769507)
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English | Lenses in skew Brownian flow |
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Lenses in skew Brownian flow (English)
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21 March 2005
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Lenses in a skew Brownian flow are investigated. In this stochastic flow individual particles follow skew Brownian flow with each one of these processes is driven by the same Brownian motion, i.e. \(X^{s,x}_t=x + B_t - B_s + \beta L^{s,x}_t ,\) where \(B\) is a Brownian motion, \(L\) is the local time of \(X\). The authors present qualitative and distributional results on lenses and bifurcation times (ordinary, semi-flat, anticipated). This paper is the continuation of papers on skew Brownian flows [see \textit{M. Barlow}, the authors and \textit{A. Mandelbaum}, in: Séminaire de probabilités XXXV. Lect. Notes Math. 1755, 202--205 (2001; Zbl 0977.60074); \textit{K. Burdzy} and \textit{Z.-Q. Chen}, Ann. Probab. 29, 1693--1715 (2001; Zbl 1037.60057)].
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skew Brownian motion
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stochastic flow
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