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    Local time flow related to skew Brownian motion 

    Burdzy, Krzysztof; Chen, Zhen-Qing (Institute of Mathematical Statistics, 2001-10)
    We define a local time flow of skew Brownian motions, i.e., a family of solutions to the stochastic differential equation defining the skew Brownian motion, starting from different points but driven by the same Brownian motion. We prove several results on distributional and path properties of the flow. Our main result is a ...

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    Author
    Burdzy, Krzysztof (1)
    Chen, Zhen-Qing (1)
    Subject
    local time (1)
    Markov process (1)Ray-Knight theorem (1)skew Brownian motion (1)stochastic flow (1)... View MoreDate Issued
    2001 (1)

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