{
  "id": "1705.10980",
  "version": "v1",
  "published": "2017-05-31T08:28:59.000Z",
  "updated": "2017-05-31T08:28:59.000Z",
  "title": "Skew Brownian motion with dry friction: The Pugachev-Sveshnikov equation approach",
  "authors": [
    "Sergey Berezin",
    "Oleg Zayats"
  ],
  "comment": "6 pages, 2 figures",
  "categories": [
    "math.PR",
    "cond-mat.stat-mech",
    "math.AP"
  ],
  "abstract": "The Brownian motion with dry friction is one of the simplest but very common stochastic processes, also known as the Brownian motion with two valued drift, or the Caughey-Dienes process. This process appears in many applied fields, such as physics, mechanics, etc. as well as in mathematics itself. In this paper we are concerned with a more general process, skew Brownian motion with dry friction. We study the probability distribution of this process and its occupation time on the positive half line. The Pugachev-Sveshnikov equation approach is used.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2017-05-31T08:28:59.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "skew brownian motion",
      "pugachev-sveshnikov equation approach",
      "dry friction",
      "common stochastic processes",
      "caughey-dienes process"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 6,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}