Meeting of squared Bessel flow lines and application to the skew Brownian motion
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 al...
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Zusammenfassung: | 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. |
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DOI: | 10.48550/arxiv.2411.04773 |