Email this article Convergence of skew Brownian motions with local times at several points that are contracted into a single one
- Authors: Krykun I.H.1
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Affiliations:
- Pervomais’k Polytechnical Institute, Admiral Makarov National Shipbuilding University, Pervomais’k, Ukraine & Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
- Issue: Vol 221, No 5 (2017)
- Pages: 671-678
- Section: Article
- URL: https://ogarev-online.ru/1072-3374/article/view/239075
- DOI: https://doi.org/10.1007/s10958-017-3258-y
- ID: 239075
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Abstract
Conditions of convergence in mean of skew Brownian motions with local times at several points that are contracted into a limit point are obtained. It is proved that the limit process is also a skew Brownian motion with local time at the limit point. A formula to calculate the coefficient of the local time of the limit process is given.
About the authors
Ivan H. Krykun
Pervomais’k Polytechnical Institute, Admiral Makarov National Shipbuilding University, Pervomais’k, Ukraine & Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
Author for correspondence.
Email: iwanko@i.ua
Ukraine, Slov’yansk
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