On countably skewed Brownian motion with accumulation point
Probability
2015-12-15 v2
Abstract
In this work we connect the theory of Dirichlet forms and direct stochastic calculus to obtain strong existence and pathwise uniqueness for Brownian motion that is perturbed by a series of constant multiples of local times at a sequence of points that has exactly one accumulation point in . The considered process is identified as special distorted Brownian motion in dimension one and is studied thoroughly. Besides strong uniqueness, we present necessary and sufficient conditions for non-explosion, recurrence and positive recurrence as well as for to be semimartingale and possible applications to advection-diffusion in layered media.
Cite
@article{arxiv.1308.0441,
title = {On countably skewed Brownian motion with accumulation point},
author = {Youssef Ouknine and Francesco Russo and Gerald Trutnau},
journal= {arXiv preprint arXiv:1308.0441},
year = {2015}
}
Comments
Revised version