Inverting the Ray-Knight identity on the line
Probability
2021-07-09 v2
Abstract
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 the discrete.
Cite
@article{arxiv.1910.06836,
title = {Inverting the Ray-Knight identity on the line},
author = {Titus Lupu and Christophe Sabot and Pierre Tarrès},
journal= {arXiv preprint arXiv:1910.06836},
year = {2021}
}
Comments
24 pages