On skew sticky Brownian motion

DOI10.1016/j.spl.2021.109086zbMath1476.60141MaRDI QIDQ2244524

Wajdi Touhami

Publication date: 12 November 2021

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2021.109086

zbMATH Keywords

resolvent; local time; occupation time; skew sticky Brownian motion; trivariate density

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60J60: Diffusion processes

Related Items

Functional convergence to the local time of a sticky diffusion

Cites Work

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