A result on the Laplace transform associated with the sticky Brownian motion on an interval

DOI10.1142/S0219493721500313zbMath1483.60117OpenAlexW3095067162MaRDI QIDQ3384665

Shiyu Song

Publication date: 17 December 2021

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219493721500313

zbMATH Keywords

Laplace transformoccupation timefirst hitting timesticky Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Bessel and Airy functions, cylinder functions, ({}_0F_1) (33C10)

Cites Work

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