Add to ORKGThis note concerns distributions of Skew Brownian motion with dry friction and its occupation time. These distributions were obtained in [2] by using the Laplace transform and joint characteristic functions. We provide an alternative approach to deriving these distributions. Our approach is based on using the results for Skew Brownian motion obtained in [3]
PhDPiecewise-smooth stochastic systems are widely used in engineering science. However, the theory o...
The distribution of the α-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
Nearly fifty years after the introduction of skew Brownian motion by Ito ̂ and McKean (1963), the fi...
Abstract: This article summarizes the various ways one may use to con-struct the Skew Brownian motio...
In this article, we derive the explicit transition density functions of skew Brownian motion (SBM in...
International audienceUnderstanding and predicting the dynamical properties of systems involving dry...
The purpose of this short note is to prove almost sure coalescence of two skew Brownian motions star...
In this thesis, we study the distributional properties of functionals of the Brownian motion. The th...
In this paper, we consider two skew Brownian motions, driven by the same Brownian motion, with diffe...
In this paper, a class of statistics based on high frequency observations of oscillating and skew Br...
Abstract. We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid ...
27 pagesIn this paper, we consider two skew Brownian motions, driven by the same Brownian motion, wi...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically,...
The distribution of the Æ-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
PhDPiecewise-smooth stochastic systems are widely used in engineering science. However, the theory o...
The distribution of the α-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
Nearly fifty years after the introduction of skew Brownian motion by Ito ̂ and McKean (1963), the fi...
Abstract: This article summarizes the various ways one may use to con-struct the Skew Brownian motio...
In this article, we derive the explicit transition density functions of skew Brownian motion (SBM in...
International audienceUnderstanding and predicting the dynamical properties of systems involving dry...
The purpose of this short note is to prove almost sure coalescence of two skew Brownian motions star...
In this thesis, we study the distributional properties of functionals of the Brownian motion. The th...
In this paper, we consider two skew Brownian motions, driven by the same Brownian motion, with diffe...
In this paper, a class of statistics based on high frequency observations of oscillating and skew Br...
Abstract. We solve a Langevin equation, first studied by de Gennes, in which there is a solid-solid ...
27 pagesIn this paper, we consider two skew Brownian motions, driven by the same Brownian motion, wi...
We construct a model of Brownian motion in Minkowski space. There are two aspects of the problem. Th...
We study the Brownian dynamics of a solid particle on a vibrating solid surface. Phenomenologically,...
The distribution of the Æ-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
PhDPiecewise-smooth stochastic systems are widely used in engineering science. However, the theory o...
The distribution of the α-quantile of a Brownian motion on an interval [0, t] has been obtained moti...
Nearly fifty years after the introduction of skew Brownian motion by Ito ̂ and McKean (1963), the fi...