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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Hauptverfasser: Aïdékon, Elie, Wang, Chengshi, Yu, Yaolin
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Sprache:eng
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