论文标题
干摩擦的偏压布朗尼运动：关节密度接近
Skew Brownian motion with dry friction: joint density approach
论文作者
论文摘要
本说明涉及偏斜运动的分布，干摩擦及其职业时间。这些分布是通过使用拉普拉斯变换和关节特征函数在[2]中获得的。我们提供了一种推导这些分布的替代方法。我们的方法基于[3]中获得的偏度布朗尼运动的结果。
This note concerns distributions of Skew Brownian motion with dry friction and its occupation time. These distributions were obtained in [2] by using the Laplace transform and joint characteristic functions. We provide an alternative approach to deriving these distributions. Our approach is based on using the results for Skew Brownian motion obtained in [3].
