Researcher:
Can, Buğra

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Undergraduate Student

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Buğra

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Can

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Can, Buğra

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    PublicationOpen Access
    Conditional law and occupation times of two-sided sticky Brownian motion
    (Elsevier, 2020) Department of Mathematics; Department of Mathematics; Çağlar, Mine; Can, Buğra; Faculty Member; College of Sciences; 105131; N/A
    Sticky Brownian motion on the real line can be obtained as a weak solution of a system of stochastic differential equations. We find the conditional distribution of the process given the driving Brownian motion, both at an independent exponential time and at a fixed time t>0. As a classical problem, we find the distribution of the occupation times of a half-line, and at 0, which is the sticky point for the process.