Résumé
In this work we connect the theory of symmetric 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. The considered process is identified as special distorted Brownian motion X in dimension one and is studied thoroughly. Besides strong uniqueness, we present necessary and sufficient conditions for nonexplosion, recurrence and positive recurrence as well as for X to be semimartingale and possible applications to advection-diffusion in layered media.
| langue originale | Anglais |
|---|---|
| Numéro d'article | 82 |
| journal | Electronic Journal of Probability |
| Volume | 20 |
| Les DOIs | |
| état | Publié - 7 août 2015 |
Empreinte digitale
Examiner les sujets de recherche de « On countably skewed Brownian motion with accumulation point ». Ensemble, ils forment une empreinte digitale unique.Contient cette citation
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