Corrections for "Occupation and local times for skew Brownian motion with applications to dispersion across an interface"

Abstract

We are making corrections and acknowledging colleagues that pointed out mistakes in our recent paper titled "Occupation and local times for skew Brownian motion with applications to dispersion across an interface" which was published in Annals of Applied Probability (2011) 21(1) 183-214. Specifically the corrections are: 1. The restriction of $\gamma$ to non negative values in Theorem 1.3 is not needed. But one has probabilistic interpretation only when $\gamma$ is non negative. 2. State the correct formulas in Corollary 3.3 as their were computational errors in the original formulas. We thank Pierre Etoiré and Miguel Martinez for pointing out these errors.

Published in at http://dx.doi.org/10.1214/11-AAP775 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)

References in corpus (1)

• Exact Simulation of One-dimensional Stochastic Differential Equations involving the local time at zero of the unknown process

Cited by in corpus (2)

• Advection-Dispersion Across Interfaces
• Stratonovich SDE with irregular coefficients: Girsanov's example revisited