On the existence of a time inhomogeneous skew Brownian motion and some   related laws
  This article is devoted to the construction of a solution for the "skew inhomogeneous Brownian motion" equation, which first appear in a seminal paper by Sophie Weinryb (1983). We investigate some laws related to the constructed process. In particular, using the description of the straddling excursion above a deterministic time, we compute the joint law of the process, its local time and its straddling time. 
Pierre Etore (LJK), M. Martinez (LAMA)
math.PR