Convergence of skew Brownian motions with local times at several points that are contracted into a single one

DOI10.1007/s10958-017-3258-yzbMath1382.60101OpenAlexW2584502901MaRDI QIDQ1696129

Ivan Hryhorovych Krykun

Publication date: 14 February 2018

Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10958-017-3258-y

zbMATH Keywords

stochastic equationlocal timeconvergence in meanskew Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Local time and additive functionals (60J55)

Related Items (1)

On weak convergence of stochastic differential equations with irregular coefficients

Cites Work

• An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
• One-dimensional stochastic equations in layered media with semi-permeable barriers
• On the constructions of the skew Brownian motion
• On skew Brownian motion
• Brownian motions on a half line
• Multi-skewed Brownian motion and diffusion in layered media
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
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