Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”

Thilanka Appuhamillage; Vrushali Bokil; Enrique Thomann; Edward Waymire; Brian Wood

doi:10.1214/24-AAP2106

December 2024 Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”

Thilanka Appuhamillage, Vrushali Bokil, Enrique Thomann, Edward Waymire, Brian Wood

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Abstract

The failure of a symmetry argument for the Laplace transform of a multivariate density given in Ann. Appld. Probab. 21(1) (2011), 183–214 was neglected in preparation of the first errata (Ann. Appld. Probab. 21(5) (2011), 2050–2051). The formula for the Laplace transform is corrected in this errata.

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Thilanka Appuhamillage. Vrushali Bokil. Enrique Thomann. Edward Waymire. Brian Wood. "Second Errata to “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”." Ann. Appl. Probab. 34 (6) 5842 - 5844, December 2024. https://doi.org/10.1214/24-AAP2106

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Received: 1 April 2024; Published: December 2024

First available in Project Euclid: 15 December 2024

Digital Object Identifier: 10.1214/24-AAP2106

Subjects:

Primary: 35C15 , 60G44 , 60K40

Secondary: 60K50

Keywords: advection-diffusion , elastic skew Brownian motion , First passage time , Local time , occupation time , skew Brownian motion , stochastic order

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