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math.PR2026
Continuous stochastic flows driven by white noise and their duals
Yaolin Yu
We study a class of continuous stochastic flows driven by a space-time white noise and characterize their dual flows by explicit stochastic differential equations. A key ingredient…
math.PR2024
Meeting of squared Bessel flow lines and application to the skew Brownian motion
Elie Aïdékon, Chengshi Wang, Yaolin Yu
We study the meeting level between squared Bessel (BESQ) flow lines of different dimensions, and show that it gives rise to a jump Markov process. We apply these results to the ske…