Now showing items 1-2 of 2

    • 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 ...
    • Stochastic bifurcation models 

      Burdzy, Krzysztof; Bass, Richard F. (Institute of Mathematical Statistics, 1999-01)
      We study an ordinary differential equation controlled by a stochastic process. We present results on existence and uniqueness of solutions, on associated local times (Trotter and Ray-Knight theorems), and on time and ...