Publicação
Trivariate distribution of sticky Brownian motion
| dc.contributor.author | Casteras, Jean Baptiste | |
| dc.contributor.author | Monsaingeon, Léonard | |
| dc.contributor.institution | CMA - Centro de Matemática e Aplicações | |
| dc.contributor.institution | DM - Departamento de Matemática | |
| dc.contributor.pbl | Academic Press Inc | Elsevier Science | |
| dc.date.accessioned | 2026-06-26T11:19:01Z | |
| dc.date.available | 2026-06-26T11:19:01Z | |
| dc.date.issued | 2026-08-15 | |
| dc.description | Publisher Copyright: © 2026 The Authors. | |
| dc.description.abstract | In this short note we derive a closed form for the trivariate distribution (position, local time at the origin, and positive occupation time) of the one-dimensional sticky Brownian motion, thereby filling some gaps and fixing some mistakes in the literature. | en |
| dc.description.version | publishersversion | |
| dc.description.version | published | |
| dc.format.extent | 14 | |
| dc.format.extent | 693498 | |
| dc.identifier.doi | 10.1016/j.jmaa.2026.130544 | |
| dc.identifier.issn | 0022-247X | |
| dc.identifier.other | PURE: 165941571 | |
| dc.identifier.other | PURE UUID: f78444a9-70e2-433c-bb9b-bae15583b82d | |
| dc.identifier.other | Scopus: 105030997616 | |
| dc.identifier.other | WOS: 001703622000001 | |
| dc.identifier.uri | http://hdl.handle.net/10362/204104 | |
| dc.identifier.url | https://www.scopus.com/pages/publications/105030997616 | |
| dc.identifier.url | https://www.webofscience.com/wos/woscc/full-record/WOS:001703622000001 | |
| dc.language.iso | eng | |
| dc.peerreviewed | yes | |
| dc.subject | Large deviation | |
| dc.subject | Local time | |
| dc.subject | Sticky Brownian motion | |
| dc.subject | Trivariate distribution | |
| dc.subject | Analysis | |
| dc.subject | Applied Mathematics | |
| dc.title | Trivariate distribution of sticky Brownian motion | en |
| dc.type | journal article | |
| degois.publication.firstPage | 1 | |
| degois.publication.issue | 2 | |
| degois.publication.lastPage | 14 | |
| degois.publication.title | Journal of Mathematical Analysis and Applications | |
| degois.publication.volume | 560 | |
| dspace.entity.type | Publication | |
| rcaap.rights | openAccess |
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