Skew Brownian motion-type of extensions (Q1356610)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Skew Brownian motion-type of extensions |
scientific article |
Statements
Skew Brownian motion-type of extensions (English)
0 references
18 December 1997
0 references
The author proves the existence of extensions of a given symmetric Feller process \(Z_t\), from \(\mathbb{R}\backslash\{0\}\) to \(\mathbb{R}\), depending on a parameter \(\alpha\in[0,1]\): if \(\alpha=1/2\), the extension exists always; if \(\alpha\neq 1/2\), the extension exists if and only if \(Z_t\) does not jump over \(0\).
0 references
skew Brownian motion-type
0 references
symmetric Feller process
0 references