Some explicit results on one kind of sticky diffusion
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2019.22
Abstract: Abstract In this paper we derive several explicit results on one special sticky diffusion process which is constructed as a time-changed version of a diffusion with no sticky points. A theorem concerning the process-related Green… read more here.
Keywords: results one; diffusion; explicit results; kind sticky ... See more keywords