Burdzy, KrzysztofBarlow, Martin T.Kaspi, HayaMandelbaum, Avi2005-11-292005-11-292000-03-01Barlow, M.T., K. Burdzy, H. Kaspi, & A. Mandelbaum. (2000). Variably skewed Brownian motion. Electronic Communications in Probability, 5, Paper 6, 57-66.http://hdl.handle.net/1773/2201Given a standard Brownian motion B, we show that the equation X [subscript] t = x [subscript] 0 + B [subscript] t + [beta](L [to the power of X] [subscript] t ); t [is greater than or equal to] 0 ; has a unique strong solution X. Here L [to the power of X] is the symmetric local time of X at 0, and [beta] is a given differentiable function with [beta](0) = 0, -1 < [beta prime](.) < 1. (For linear [beta](.), the solution is the familiar skew Brownian motion).147125 bytesapplication/pdfen-USBrownian motionlocal timeskew Brownian motionArticle