Université Paris 6
Pierre et Marie Curie
Université Paris 7
Denis Diderot

CNRS U.M.R. 7599
``Probabilités et Modèles Aléatoires''

Ray-Knight theorems related to a stochastic flow

Auteur(s):

Code(s) de Classification MSC:

Résumé: We study a stochastic flow of ${\cal C}^1$-homeomorphisms of $\r$. At certain stopping times, the spatial derivative of the flow is a diffusion in the space variable and its generator is given. This answers several questions posed in a previous study by Bass and Burdzy [3].

Mots Clés: flow, Ray-Knight theorems, Jacobi processes

Date: 1999-06-14

Prépublication numéro: PMA-506