On some properties of sticky Brownian motion (Q3384671)
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scientific article; zbMATH DE number 7447256
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On some properties of sticky Brownian motion |
scientific article; zbMATH DE number 7447256 |
Statements
On some properties of sticky Brownian motion (English)
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17 December 2021
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sticky skew Brownian motion
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transition density
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first hitting time
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time change
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symmetric local time
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0.8543297052383423
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0.8052406907081604
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0.7850735187530518
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0.783093273639679
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0.7768071889877319
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