Distributions of functionals of local time of a skew Brownian motion with discontinuous drift
    
    
  
  
  
      
      
      
        
Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 30, Tome 501 (2021), pp. 36-51
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			A skew Brownian motion with piecewise constant drift is considered. With equal constants this diffusion includes a skew Brownian motion with linear drift and with opposite sign constants it turns into a skew Brownian motion with alternating drift. We are interested in a result that allows us to calculate the distributions of the integral functionals with respect to the spatial variable of the local time of a skew Brownian motion with discontinuous drift.
			
            
            
            
          
        
      @article{ZNSL_2021_501_a3,
     author = {A. N. Borodin},
     title = {Distributions of functionals of local time of a skew {Brownian} motion with discontinuous drift},
     journal = {Zapiski Nauchnykh Seminarov POMI},
     pages = {36--51},
     publisher = {mathdoc},
     volume = {501},
     year = {2021},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZNSL_2021_501_a3/}
}
                      
                      
                    TY - JOUR AU - A. N. Borodin TI - Distributions of functionals of local time of a skew Brownian motion with discontinuous drift JO - Zapiski Nauchnykh Seminarov POMI PY - 2021 SP - 36 EP - 51 VL - 501 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/ZNSL_2021_501_a3/ LA - ru ID - ZNSL_2021_501_a3 ER -
A. N. Borodin. Distributions of functionals of local time of a skew Brownian motion with discontinuous drift. Zapiski Nauchnykh Seminarov POMI, Probability and statistics. Part 30, Tome 501 (2021), pp. 36-51. http://geodesic.mathdoc.fr/item/ZNSL_2021_501_a3/