Lenses in skew Brownian flow

ResearchWorks/Manakin Repository

Search ResearchWorks


Advanced Search

Browse

My Account

Statistics

Related Information

Lenses in skew Brownian flow

Show full item record

Title: Lenses in skew Brownian flow
Author: Burdzy, Krzysztof; Kaspi, Haya
Abstract: We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic differential equation simultaneously for all real initial conditions. Due to this lack of the simultaneous strong uniqueness for the whole system of stochastic differential equations, the flow contains lenses, i.e., pairs of skew Brownian motions which start at the same point, bifurcate, and then coalesce in a finite time. The paper contains qualitative and quantitative (distributional) results on the geometry of the flow and lenses.
URI: http://hdl.handle.net/1773/2229

Files in this item

Files Size Format View
paper91.pdf 285.5Kb PDF View/Open

This item appears in the following Collection(s)

Show full item record