Skew Brownian motion-type of extensions |
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| Authors: | Juha Vuolle-Apiala |
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| Affiliation: | (1) Department of Mathematics, University of Helsinki, Hallituskatu 15, P.O. Box 4, SF-00014, Finland |
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| Abstract: | We consider a class of possible extensions of a given symmetric Feller processZt fromR {0} to the entire real lineR, depending on a parameter   [0, 1]. It is proved that the proposed extension exists if =1/2; for  1/2, exists if and only ifZt does not jump over 0 (e.g., ifZt is a diffusion). |
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| Keywords: | Feller process skew Brownian motion excursion theory entrance law |
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