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Filtering by: Creator Wood, Brian D. Resource Type Article Rights Statement In Copyright

Skew Disperson and Continuity of Local Time

Creator:

Appuhamillage, Thilanka A., Waymire, Edward C., Thomann, Enrique A., Bokil, Vrushali A., and Wood, Brian D.

Abstract:

Results are provided that highlight the effect of interfacial discontinuities in the diffusion coefficient on the behavior of certain basic functionals of the diffusion, such as local times and occupation times, extending previous results in [2, 3] on the behavior of first passage times. The main goal is to obtain...

Resource Type:

Article