Self-interacting Diffusions in Dimension 1 and Bass-Burdzy Flows
Speaker(s): Titus Lupu (NYU Shanghai)
Time: 11:00-12:00 November 29, 2019
Venue: Room 77201, Jingchunyuan 78, BICMR
Abstract:
We construct fine mesh limits of vertex reinforced and vertex diminished jump processes on the line. Le limits are continuous stochastic processes on R with self-interaction and can be described using Bass-Burdzy stochastic flows. The continuous reinforced process has also a description as a mixture of Markovian diffusions in random potential. The continuous self-repelling process is related to the Ray-Knight identity for the 1D Bronwian motion. This is joint work with Christophe Sabot and Pierre Tarrès.