Harrison, J.M. and Shepp, L.A. (1981) On Skew Brownian Moution. The Annals of Probability, 9, 309-313.
https://doi.org/10.1214/aop/1176994472

has been cited by the following article:

• TITLE: The Arc-Sine Laws for the Skew Brownian Motion and Their Interpretation

  AUTHORS: Ivan H. Krykun

  KEYWORDS: Skew Brownian Motion, Local Time, Arc-Sine Law

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.6 No.2, February 8, 2018

  ABSTRACT: We consider the skew Brownian motion as a solution of some stochastic differential equation. We prove for the skew Brownian motion the analogues of the arc-sine laws for Wiener process. Unlike of existing results, we are forced to consider a stochastic differential equation with discontinuous diffusion coefficient. Possible interpretations of obtained results are suggested.