Abstract
The transition density of a one-dimensional diffusion process with a discontinuous drift coefficient is studied. A probabilistic representation of the transition density is given, illustrating the close connections between discontinuities of the drift and Brownian local times. In addition, some explicit results are obtained based upon the trivariate density of Brownian motion, its occupation, and local times.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
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