Skew disperson and continuity of local time
DOI10.1007/s10955-014-1010-2zbMath1300.60099arXiv1106.4350OpenAlexW2097425253MaRDI QIDQ744579
Enrique A. Thomann, Edward C. Waymire, Brian D. Wood, Thilanka A. Appuhamillage, Vrushali A. Bokil
Publication date: 25 September 2014
Published in: Journal of Statistical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1106.4350
dispersionlocal timeoccupation timefirst passage timeskew Brownian motiondiscontinuous diffusionsemimartingale local time
Hydrology, hydrography, oceanography (86A05) Markov semigroups and applications to diffusion processes (47D07) PDEs with low regular coefficients and/or low regular data (35R05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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