On countably skewed Brownian motion with accumulation point

preprint2015arXivOpen access

Abstract

In this work we connect the theory of 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\mathbb{R}. The considered process is identified as special distorted Brownian motion XX in dimension one and is studied thoroughly. Besides strong uniqueness, we present necessary and sufficient conditions for non-explosion, recurrence and positive recurrence as well as for XX to be semimartingale and possible applications to advection-diffusion in layered media.

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