Corrections for "Occupation and local times for skew Brownian motion with applications to dispersion across an interface"

Details Corrections for "Occupation and local times for skew Brownian motion with applications to dispersion across an interface" Corrections for "Occupation and local times for skew Brownian motion with applications to dispersion across an interface"

2010-09-27

arxiv.org/abs/1009.5410v4

Annals of Applied Probability 2011, Vol. 21, No. 5, 2050-2051

Mathematics

Probability

Published in at http://dx.doi.org/10.1214/11-AAP775 the Annals of Applied Probability (http://www.imstat.org/aap/) by the Inst

Scientific paper

10.1214/11-AAP775

We are making corrections and acknowledging colleagues that pointed out mistakes in our recent paper titled "Occupation and local times for skew Brownian motion with applications to dispersion across an interface" which was published in Annals of Applied Probability (2011) 21(1) 183-214. Specifically the corrections are: 1. The restriction of $\gamma$ to non negative values in Theorem 1.3 is not needed. But one has probabilistic interpretation only when $\gamma$ is non negative. 2. State the correct formulas in Corollary 3.3 as their were computational errors in the original formulas. We thank Pierre Etoir\'e and Miguel Martinez for pointing out these errors.

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