A result on the Laplace transform associated with the sticky Brownian motion on an interval
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- Optimal contracts with shirking
- Reflecting or sticky Markov processes with Lévy generators as the limit of storage processes
- Sticky Brownian motion as the limit of storage processes
- Sticky Brownian motion as the strong limit of a sequence of random walks
- Sticky reflecting Ornstein-Uhlenbeck diffusions and the Vasicek interest rate model with the sticky zero lower bound
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Cited in
(4)- scientific article; zbMATH DE number 2046330 (Why is no real title available?)
- On the double Laplace transform of the truncated variation of a Brownian motion with drift
- Dual representations of Laplace transforms of Brownian excursion and generalized meanders
- A note on the sticky Brownian motion on \(\mathbb R\)
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