- Research Article
- 10.1016/j.jmaa.2026.130544
Trivariate distribution of sticky Brownian motion
- Aug 01, 2026
- Journal of Mathematical Analysis and Applications
- Jean-Baptiste Casteras + 1 more +1
In this short note we derive a closed form for the trivariate distribution (position, local time at the origin, and positive occupation time) of the one-dimensional sticky Brownian motion, thereby filling some gaps and fixing some mistakes in the literature.
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