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On countably skewed Brownian motion with accumulation point

  • Université Cadi Ayyad
  • Seoul National University

Résultats de recherche: Contribution à un journalArticleRevue par des pairs

13 Citations (Scopus)

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 originaleAnglais
Numéro d'article82
journalElectronic Journal of Probability
Volume20
Les DOIs
étatPublié - 7 août 2015

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