On the local time process of a skew Brownian motion (Q5227995)
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scientific article; zbMATH DE number 7089871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the local time process of a skew Brownian motion |
scientific article; zbMATH DE number 7089871 |
Statements
On the local time process of a skew Brownian motion (English)
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7 August 2019
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Brownian motion
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local time
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Bessel function
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inversion formula for Laplace transforms
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