English

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

R2 v1 2026-06-23T11:44:22.629Z