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math.PR2010★ 9 cited
Corrections for "Occupation and local times for skew Brownian motion with applications to dispersion across an interface"
Thilanka Appuhamillage, Vrushali Bokil, Enrique Thomann +2
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 t…
math.PR2010
First Passage Time of Skew Brownian Motion
Thilanka Appuhamillage, Daniel Sheldon
Nearly fifty years after the introduction of skew Brownian motion by Itô and McKean (1963), the first passage time distribution remains unknown. In this paper, we generalize result…