Отправить статью по E-mail Convergence of skew Brownian motions with local times at several points that are contracted into a single one
- Авторы: Krykun I.H.1
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Учреждения:
- Pervomais’k Polytechnical Institute, Admiral Makarov National Shipbuilding University, Pervomais’k, Ukraine & Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
- Выпуск: Том 221, № 5 (2017)
- Страницы: 671-678
- Раздел: Article
- URL: https://journals.rcsi.science/1072-3374/article/view/239075
- DOI: https://doi.org/10.1007/s10958-017-3258-y
- ID: 239075
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Аннотация
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.
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Об авторах
Ivan Krykun
Pervomais’k Polytechnical Institute, Admiral Makarov National Shipbuilding University, Pervomais’k, Ukraine & Institute of Applied Mathematics and Mechanics of the NAS of Ukraine
Автор, ответственный за переписку.
Email: iwanko@i.ua
Украина, Slov’yansk
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