Публікація: Convergence of skew Brownian motions with local times at several points that are contracted into a single one
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Дата
DOI
https://doi.org/10.1007/s10958-017-3258-y
Назва видання
ISSN
Назва тому
Видання
Springer New York LLC
Анотація
Conditions of convergence in mean of skew Brownian motions with local times at several points that are contracted into a limit point are obtained. It is proved that the limit process is also a skew Brownian motion with local time at the limit point. A formula to calculate the coefficient of the local time of the limit process is given.
Опис
Ключові слова
stochastic equation, local time, skew brownian motion, convergence in mean
Бібліографічний опис
Krykun Ivan H. Convergence of skew Brownian motions with local times at several points that are contracted into a single one / Ivan H Krykun // Journal of Mathematical Sciences (United States). - 2017. - Vol. 221. - № 5. - Pp. 671-678. - DOI https://doi.org/10.1007/s10958-017-3258-y