On countably skewed Brownian motion with accumulation point.

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 $\mathbb{R}$. 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 non-explosion, recurrence and positive recurrence as well as for $X$ to be semimartingale and possible applications to advection-diffusion in layered media.

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Source https://inria.hal.science/hal-00850095
Author Ouknine, Youssef, Russo, Francesco, Trutnau, Gerald
Maintainer CCSD
Last Updated May 10, 2026, 04:00 (UTC)
Created May 10, 2026, 04:00 (UTC)
Identifier hal-00850095
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Department of mathematics ; Université Cadi Ayyad = Cadi Ayyad University [Marrakech] (UCA)
creator Ouknine, Youssef
date 2013-08-02T00:00:00
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harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2026-01-21T00:00:00
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