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On the local time process of a skew Brownian motion - MaRDI portal

On the local time process of a skew Brownian motion (Q5227995)

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scientific article; zbMATH DE number 7089871
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English
On the local time process of a skew Brownian motion
scientific article; zbMATH DE number 7089871

    Statements

    title
    On the local time process of a skew Brownian motion (English)
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    author
    A. N. Borodin
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    Paavo H. Salminen
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    publication date
    7 August 2019
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    zbMATH Keywords
    Brownian motion
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    local time
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    Bessel function
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    inversion formula for Laplace transforms
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    Identifiers

    Mathematics Subject Classification ID
    60J65
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    60J60
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    60J55
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    zbMATH DE Number
    7089871
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    OpenAlex ID
    W2962878338
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    arXiv ID
    1811.07185
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    Wikidata QID
    Q128133908
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    DOI
    10.1090/TRAN/7852
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