Skew Brownian motion with dry friction: Joint density approach
نویسندگان
چکیده
This note concerns the distribution of Skew Brownian motion with dry friction and its occupation time. These distributions were obtained in Berezin Zayats (2019) by using Laplace transform joint characteristic functions. We provide an alternative approach, which is based on use density for motion, last visit to origin, local times derived Gairat Shcherbakov (2017).
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2022
ISSN: ['1879-2103', '0167-7152']
DOI: https://doi.org/10.1016/j.spl.2022.109511