Work

Trivariate distribution of sticky Brownian motion

Year: 2026

Type: article

Abstract: 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.

Source: Journal of Mathematical Analysis and Applications

DOI: 10.1016/j.jmaa.2026.130544

Authors: Jean-Baptiste Casteras, Léonard Monsaingeon