On planar Brownian motion singularly tilted through a point potential
| Autor: | Clark, Jeremy, Mian, Barkat |
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| Rok vydání: | 2023 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | We discuss a family of time-inhomogeneous two-dimensional diffusions, defined over a finite time interval $[0,T]$, having transition density functions that are expressible in terms of the integral kernels for negative exponentials of the two-dimensional Schr\"odinger operator with a point potential at the origin. These diffusions have a singular drift pointing in the direction of the origin that is strong enough to enable the possibly of visiting there, in contrast to a two-dimensional Brownian motion. Our main focus is on characterizing a local time process at the origin analogous to that for a one-dimensional Brownian motion and on studying the law of its process inverse. Comment: 75 pages. This version includes a few small changes in the introduction |
| Databáze: | arXiv |
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