Bouncing skew Brownian motions

DOI10.1007/s10959-016-0719-zzbMath1390.60140MaRDI QIDQ1745270

Arnaud Gloter, Miguel Martinez

Publication date: 20 April 2018

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-016-0719-z

zbMATH Keywords

local time; entrance law; self-similar process; skew Brownian motion; excursion process

Mathematics Subject Classification ID

60J65: Brownian motion

60G18: Self-similar stochastic processes

60J55: Local time and additive functionals

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