{"entities":{"Q373591":{"pageid":375358,"ns":120,"title":"Item:Q373591","lastrevid":56827140,"modified":"2026-03-23T17:20:29Z","type":"item","id":"Q373591","labels":{"en":{"language":"en","value":"Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time"}},"descriptions":{"en":{"language":"en","value":"scientific article; zbMATH DE number 6216118"}},"aliases":{},"claims":{"P31":[{"mainsnak":{"snaktype":"value","property":"P31","hash":"fd5912e4dab4b881a8eb0eb27e7893fef55176ad","datavalue":{"value":{"entity-type":"item","numeric-id":56887,"id":"Q56887"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$950E4B14-D1FB-4938-9823-7C0D52EA1499","rank":"normal"}],"P159":[{"mainsnak":{"snaktype":"value","property":"P159","hash":"977442f2b1058c448f9855f66c338eed198d0f52","datavalue":{"value":{"text":"Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time","language":"en"},"type":"monolingualtext"},"datatype":"monolingualtext"},"type":"statement","id":"Q373591$E84F0D07-844C-452B-8EF7-E3945B02F4DD","rank":"normal"}],"P225":[{"mainsnak":{"snaktype":"value","property":"P225","hash":"3501b3f209deb718063c0a2376aa1d97d229b923","datavalue":{"value":"1296.60149","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373591$A8D8D708-F74B-4613-A7AA-732F9408D13A","rank":"normal"}],"P27":[{"mainsnak":{"snaktype":"value","property":"P27","hash":"36cd320bfca28c9528dfa8054069fb0b79cbdd6e","datavalue":{"value":"10.1214/12-AOP776","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373591$6D85E47A-1F2F-4379-BC47-AA1455B069D7","rank":"normal"}],"P16":[{"mainsnak":{"snaktype":"value","property":"P16","hash":"a671ad064c9fa8e70afb2b58cbbe4fe3b0383c3b","datavalue":{"value":{"entity-type":"item","numeric-id":373589,"id":"Q373589"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$A5F2DB43-A5D5-42B4-AC1F-C05F11FEAFD3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P16","hash":"241c7d450df022918b824a4de4f0ddba200caa08","datavalue":{"value":{"entity-type":"item","numeric-id":373590,"id":"Q373590"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$0B8978F4-BE6A-4982-BC5F-4810974F11C6","rank":"normal"}],"P200":[{"mainsnak":{"snaktype":"value","property":"P200","hash":"c9d829dece3e2d330deed49a6cb836edc666e294","datavalue":{"value":{"entity-type":"item","numeric-id":107063,"id":"Q107063"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$1B71CC92-BDA7-4B44-8E7C-7FA07844A366","rank":"normal"}],"P28":[{"mainsnak":{"snaktype":"value","property":"P28","hash":"808fc247b12b30340c51bea594eefecd0658a17c","datavalue":{"value":{"time":"+2013-10-17T00:00:00Z","timezone":0,"before":0,"after":0,"precision":11,"calendarmodel":"http://www.wikidata.org/entity/Q1985727"},"type":"time"},"datatype":"time"},"type":"statement","id":"Q373591$F187E953-FB78-4BA4-B22E-EF8E8BE6DFC8","rank":"normal"}],"P205":[{"mainsnak":{"snaktype":"value","property":"P205","hash":"3cd50c3ae53c0abbe11cef99f437274274488361","datavalue":{"value":"https://arxiv.org/abs/1101.4801","type":"string"},"datatype":"url"},"type":"statement","id":"Q373591$7F2FCBF5-D41E-4F89-82C6-DAF801FF64CC","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P205","hash":"0ad469e92bd6b33ebf93f50c66e9ce7c33afb7bd","datavalue":{"value":"https://projecteuclid.org/euclid.aop/1367241508","type":"string"},"datatype":"url"},"type":"statement","id":"Q373591$77E0FD98-FC15-4A58-A129-7A4A0985E83B","rank":"normal"}],"P1448":[{"mainsnak":{"snaktype":"value","property":"P1448","hash":"2e002b4087a5bc31824b05d0f5bd9d32d8184d97","datavalue":{"value":"The authors consider two skew Brownian motions, driven by the same Brownian motion, with different starting points and different skewness coefficients. It is shown that the evolution of the distance between the two processes with a stochastic differential equation can be described. This stochastic differential equation possesses a jump component driven by the excursion process of one of the two skew Brownian motions. Using this representation, it is shown that the local time of two skew Brownian motions at their first passage time is distributed as a simple function of a beta random variable. This result extends a result obtained by \\textit{K. Burdzy} and \\textit{Z.-Q. Chen} [Ann. Probab. 29, No. 4, 1693--1715 (2001; Zbl 1037.60057)], where the law of coalescence of two skew Brownian motions with the same skewness coefficient is computed.","type":"string"},"datatype":"string"},"type":"statement","id":"Q373591$DBBC6DDF-E946-4A31-98ED-6675A5F8E5C1","rank":"normal"}],"P226":[{"mainsnak":{"snaktype":"value","property":"P226","hash":"b1355fbb4f7dce5b1a2a667a659d4b16ecef07e4","datavalue":{"value":"60H10","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373591$779F9D2C-FD39-43FB-B3F3-21BDE92990C5","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"6e0e439813fbf5e4d372bca5db5b7a21ee3e3e8d","datavalue":{"value":"60J55","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373591$E5C969EF-53ED-477F-8C5A-3A42BB63E1B7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P226","hash":"3b27a9dd329983c5b25a374d752bed299934c73d","datavalue":{"value":"60J65","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373591$343D68D7-DA76-4653-96FA-79E1CEC541E2","rank":"normal"}],"P1451":[{"mainsnak":{"snaktype":"value","property":"P1451","hash":"b4ca331e6b9c650e40a40b9e592ae94a8e58527d","datavalue":{"value":"6216118","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373591$99733893-8082-47DD-87CA-61E24D621E59","rank":"normal"}],"P1450":[{"mainsnak":{"snaktype":"value","property":"P1450","hash":"657b75eb2d29d2d6546294165ce7719c696bc9a1","datavalue":{"value":"skew Brownian motion","type":"string"},"datatype":"string"},"type":"statement","id":"Q373591$FBDC0601-F14A-4FA7-AE78-5913C161C47C","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"e94d21cd393592d91d97b6de92354310cce78353","datavalue":{"value":"local time","type":"string"},"datatype":"string"},"type":"statement","id":"Q373591$110BF0C9-2AA4-4677-979F-6B1490346D67","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"115a992c5c4d79ef00caac1ce48d59e7833bb5ed","datavalue":{"value":"excursion process","type":"string"},"datatype":"string"},"type":"statement","id":"Q373591$DA90ADB0-2D6B-4A88-93FB-93B50959C91B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1450","hash":"f03533a53e44d853e7f25b519f9f3752551fa9b9","datavalue":{"value":"Dynkin's formula","type":"string"},"datatype":"string"},"type":"statement","id":"Q373591$00783C38-2C7E-4058-9488-091979C8FF7B","rank":"normal"}],"P1447":[{"mainsnak":{"snaktype":"value","property":"P1447","hash":"ec482cd19939ed461b1179fca18c1da1481d48fd","datavalue":{"value":{"entity-type":"item","numeric-id":271877,"id":"Q271877"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$139529A4-EAFF-4770-90EE-D55D081EA2D0","rank":"normal"}],"P1460":[{"mainsnak":{"snaktype":"value","property":"P1460","hash":"57f7fea50d2ce1b39b695c4a1313582eed405e38","datavalue":{"value":{"entity-type":"item","numeric-id":5976449,"id":"Q5976449"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$1CBD4A53-4F73-42E4-B742-5D1B638CC1CC","rank":"normal"}],"P223":[{"mainsnak":{"snaktype":"value","property":"P223","hash":"690d2e2fa3c40e1612ad82748583fec22cea8345","datavalue":{"value":{"entity-type":"item","numeric-id":5558293,"id":"Q5558293"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$98609E38-5C9C-45ED-8FAB-695F8BB8F151","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9b953f9f306a6311cc78c824fce87343f00aad22","datavalue":{"value":{"entity-type":"item","numeric-id":2725608,"id":"Q2725608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$5793EB80-3E22-4B18-9A30-ADD9326F684B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"b55d8aeea33f7b916dca66dfcf620fdecaa2687f","datavalue":{"value":{"entity-type":"item","numeric-id":3580550,"id":"Q3580550"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$40578F0F-616A-4FE8-BCC4-3E99182B885B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"776a24095278c47e8e258c94b3ea99717652a510","datavalue":{"value":{"entity-type":"item","numeric-id":1039181,"id":"Q1039181"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$6996E0EC-AF20-4F22-ABA3-73391D3B6D3D","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"447e2a8871fa162b41cff05a14c213ff5fe75a59","datavalue":{"value":{"entity-type":"item","numeric-id":1872243,"id":"Q1872243"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$77915D91-F0D9-4808-BFFC-5631C59A04E6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"39fdf40b74377882e719759fe31691b20d89d4ae","datavalue":{"value":{"entity-type":"item","numeric-id":2505470,"id":"Q2505470"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$F912A2B1-D5E7-46CC-825E-927DC85C53E7","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"61951c71958437fc05e636cd2d65223ee3674d97","datavalue":{"value":{"entity-type":"item","numeric-id":1003336,"id":"Q1003336"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$C39F3A81-8E89-4861-BCFE-EF58D523B454","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"f65f950e128da50f6b270f1406f0ec6a6c22ece8","datavalue":{"value":{"entity-type":"item","numeric-id":1822843,"id":"Q1822843"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$E1099448-E27A-4FDA-8D4F-52A20315E404","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"01c9dad4ab3af8a20e95fe7f002c72ae34961f49","datavalue":{"value":{"entity-type":"item","numeric-id":2746377,"id":"Q2746377"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$5F6BCFCD-885B-4581-9818-944134A56F94","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5ddb2c26decb2970ccd6d4ebcde502b2c3d8f24a","datavalue":{"value":{"entity-type":"item","numeric-id":1152911,"id":"Q1152911"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$30D75F87-E6E9-4462-AF0F-F823626FD7B6","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"00f535949966dbbaa3df3f9ac4bd09c064a3650e","datavalue":{"value":{"entity-type":"item","numeric-id":3774629,"id":"Q3774629"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$86EDCB12-BA19-44EC-A9FD-B66157938C86","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"9d9a94a8c2e6d061f23bf6695323ae0cfdfdfd97","datavalue":{"value":{"entity-type":"item","numeric-id":980760,"id":"Q980760"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$61437E5E-E27E-4832-B647-EEB4B58C3D99","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P223","hash":"5fba4cbaf8626c697c3fdfac486e8430d0fcfe8d","datavalue":{"value":{"entity-type":"item","numeric-id":4226355,"id":"Q4226355"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","id":"Q373591$903D86D2-5E4B-4BE0-B8CF-915C85C82571","rank":"normal"}],"P388":[{"mainsnak":{"snaktype":"value","property":"P388","hash":"ef7cd3f6285dd109d94a4c8a909e1fef5a05d72c","datavalue":{"value":"W2016562095","type":"string"},"datatype":"external-id"},"type":"statement","id":"Q373591$ED3116A7-4979-48EE-AB47-04451C2A44B1","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"89629ee1b7e2aee5dd8576b32e0effcb2687a601","datavalue":{"value":{"entity-type":"item","numeric-id":1745270,"id":"Q1745270"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"8bde32138cb521d69ce1d2b74fd3ea56b9ce5dd2","datavalue":{"value":{"amount":"+0.915980339050293","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373591$E79FFB88-C6FD-47D9-8063-5A20C3CF131B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"224822417991c85df913e49eb898a28a6e705a9e","datavalue":{"value":{"entity-type":"item","numeric-id":3777183,"id":"Q3777183"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"632e6ba8b3678bef6be6ed73144077d29cb26b50","datavalue":{"value":{"amount":"+0.797267735004425","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373591$51E71A3E-8FB3-4729-AE71-8BCABD2A1947","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"8ac348faba94889a0b236592f616ee2e409e34e2","datavalue":{"value":{"entity-type":"item","numeric-id":3165487,"id":"Q3165487"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"4da3c872464e62addcf0c7b07df85b907caae29b","datavalue":{"value":{"amount":"+0.7933655381202698","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373591$A1AAD8AF-E6C1-494F-8027-C3BD1B7380EE","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"224f21980b601284b8348092cbc7dce915f7edfa","datavalue":{"value":{"entity-type":"item","numeric-id":2725608,"id":"Q2725608"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b305571c590a1527b14cb0ae361662fe1dee4eb7","datavalue":{"value":{"amount":"+0.7861142158508301","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373591$9E7FC10C-1E97-4CAD-BF0E-4C9D6B30CE30","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"62d6b50ce53499d521c109f659159fb56a0ae111","datavalue":{"value":{"entity-type":"item","numeric-id":428629,"id":"Q428629"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b305571c590a1527b14cb0ae361662fe1dee4eb7","datavalue":{"value":{"amount":"+0.7861142158508301","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q373591$45D4312C-6852-4DF2-AD8C-CB9926FCA33C","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:373591","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:373591"}}}}}