Distribution of Functionals of a Brownian Motion with Nonstandard Switching
نویسندگان
چکیده
The standard switching from one set of diffusion coefficients to another occurs at random times corresponding the moments jumps a Poisson process independent initial diffusion. paper deals with Brownian motion variance taking two values by depending on trajectories process. most attractive computational point view is moment inverse local time.
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ژورنال
عنوان ژورنال: Journal of Mathematical Sciences
سال: 2021
ISSN: ['1072-3374', '1573-8795']
DOI: https://doi.org/10.1007/s10958-021-05578-x