English

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 R\mathbb{R}. The considered process is identified as special distorted Brownian motion XX 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 XX to be semimartingale and possible applications to advection-diffusion in layered media.

Keywords

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

R2 v1 2026-06-22T01:02:48.405Z