Geodesic
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 Cet article a éte moissonné depuis la source Math-Net.Ru

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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. 
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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/

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