Inverting the Ray-Knight identity on the line
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 o...
Gespeichert in:
Veröffentlicht in: | Electronic journal of probability 2021-01, Vol.26 (none), p.1-25 |
---|---|
Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
Schlagworte: | |
Online-Zugang: | Volltext |
Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
Zusammenfassung: | 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 |
---|---|
ISSN: | 1083-6489 1083-6489 |
DOI: | 10.1214/21-EJP657 |