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

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

dc.contributor.author	Krykun, Ivan H.
dc.contributor.author	Крикун, Іван Григорович
dc.date.accessioned	2026-04-01T09:22:32Z
dc.date.issued	2017
dc.description.abstract	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.
dc.identifier.citation	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
dc.identifier.doi	https://doi.org/10.1007/s10958-017-3258-y
dc.identifier.issn	1072-3374
dc.identifier.orcid	https://orcid.org/0000-0001-5468-512X
dc.identifier.uri	https://dspace.krok.edu.ua/handle/krok/10315
dc.language.iso	en
dc.publisher	Springer New York LLC
dc.subject	stochastic equation
dc.subject	local time
dc.subject	skew brownian motion
dc.subject	convergence in mean
dc.title	Convergence of skew Brownian motions with local times at several points that are contracted into a single one
dc.type	Article
dspace.entity.type	Publication
relation.isAuthorOfPublication	bcec6d76-52fe-47ae-8db4-336b003ebaa1
relation.isAuthorOfPublication.latestForDiscovery	bcec6d76-52fe-47ae-8db4-336b003ebaa1

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