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A stochastic flow arising in the study of local times

Jon Warren
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Abstract

A stochastic flow of homeomorphisms of the real line previously studied by Bass and Burdzy is shown to arise in describing a Brownian motion conditional on knowing its local times on hitting a fixed level. This makes it possible to connect Ray-Knight type results for the flow with the classical Ray-Knight theorems for Brownian motion.

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Jon Warren. 2004-05-10. A stochastic flow arising in the study of local times. https://arxiv.org/abs/math/0405173

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