Meeting of squared Bessel flow lines and application to the skew Brownian motion
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arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866910687888932864 |
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| author | Aïdékon, Elie Wang, Chengshi Yu, Yaolin |
| author_facet | Aïdékon, Elie Wang, Chengshi Yu, Yaolin |
| contents | We study the meeting level between squared Bessel (BESQ) flow lines of different dimensions, and show that it gives rise to a jump Markov process. We apply these results to the skew Brownian flow introduced by Burdzy and Chen \cite{burdzy2001local} and Burdzy and Kaspi \cite{burdzy2004lenses}. It allows us to extend the results of \cite{burdzy2001local} and of Gloter and Martinez \cite{gloter2013distance} describing the local time flow of skew Brownian motions. Finally, we compute the Hausdorff dimension of exceptional times revealed by Burdzy and Kaspi \cite{burdzy2004lenses} when skew Brownian flow lines bifurcate. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_04773 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Meeting of squared Bessel flow lines and application to the skew Brownian motion Aïdékon, Elie Wang, Chengshi Yu, Yaolin Probability We study the meeting level between squared Bessel (BESQ) flow lines of different dimensions, and show that it gives rise to a jump Markov process. We apply these results to the skew Brownian flow introduced by Burdzy and Chen \cite{burdzy2001local} and Burdzy and Kaspi \cite{burdzy2004lenses}. It allows us to extend the results of \cite{burdzy2001local} and of Gloter and Martinez \cite{gloter2013distance} describing the local time flow of skew Brownian motions. Finally, we compute the Hausdorff dimension of exceptional times revealed by Burdzy and Kaspi \cite{burdzy2004lenses} when skew Brownian flow lines bifurcate. |
| title | Meeting of squared Bessel flow lines and application to the skew Brownian motion |
| topic | Probability |
| url | https://arxiv.org/abs/2411.04773 |