Skew Brownian motion-type of extensions (Q1356610)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew Brownian motion-type of extensions |
scientific article |
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Skew Brownian motion-type of extensions (English)
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18 December 1997
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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 \(0\).
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skew Brownian motion-type
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symmetric Feller process
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