Brownian Motion with a Singular Drift

2024/03/09 by Dante DeBlassie, DeBlassie, Dante, Adina Oprisan +3
Economics, Econometrics and Finance · #60J55 Secondary 60F10 #60J65 #FOS: Mathematics #Primary 60J60 #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2403.06043

openalex publication_date 2024/03/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We study the effect of a power law drift on Brownian motion in the positive half-line, where the order of the drift at 0 and infinity is different.

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