Continuity of Local Time: An Applied Perspective

DOI10.1007/978-3-319-25826-3_9zbMath1354.60082arXiv1503.04660MaRDI QIDQ2956052

Jorge M. Ramirez, Enrique A. Thomann, Edward C. Waymire

Publication date: 16 January 2017

Published in: The Fascination of Probability, Statistics and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.04660

zbMATH Keywords

dispersion; occupation time; skew Brownian motion; discontinuous diffusion; diffusion local time; semi-martingale local time

Mathematics Subject Classification ID

60J65: Brownian motion

60J60: Diffusion processes

60J55: Local time and additive functionals

Related Items

On the local time process of a skew Brownian motion, An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions

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