The following pages link to On skew Brownian motion (Q1152911):
Displaying 50 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- On first hitting times for skew CIR processes (Q267888) (← links)
- Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions (Q297469) (← links)
- The parametrix method for skew diffusions (Q309004) (← links)
- On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point (Q325979) (← links)
- A limit theorem for singular stochastic differential equations (Q343047) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- Exact inequalities for the maximum of a skew Brownian motion (Q355255) (← links)
- Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time (Q373591) (← links)
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- On tightness of the skew random walks (Q428332) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- A skew stochastic heat equation (Q457099) (← links)
- Forward Brownian motion (Q466894) (← links)
- On some functional inequalities for skew Brownian motion (Q492160) (← links)
- Sharp maximal inequalities for stochastic processes (Q492175) (← links)
- Some limit theorems for heights of random walks on a spider (Q501837) (← links)
- Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Locally perturbed random walks with unbounded jumps (Q616230) (← links)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- Some particular self-interacting diffusions: ergodic behaviour and almost sure convergence (Q654406) (← links)
- Serve the shortest queue and Walsh Brownian motion (Q670753) (← links)
- Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\) (Q674516) (← links)
- Skew disperson and continuity of local time (Q744579) (← links)
- Diffusions as a limit of stretched Brownian motions (Q795410) (← links)
- Shy couplings (Q863489) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← links)
- Diffusions with Bessel-like drifts (Q906615) (← links)
- Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve (Q963028) (← links)
- Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
- A propagation of chaos result for Burgers' equation (Q1079290) (← links)
- A note on two-sided stochastic control problems (Q1080406) (← links)
- Diffusion models for population dynamics incorporating individual behavior at boundaries: Applications to refuge design (Q1289348) (← links)
- Skew Brownian motion-type of extensions (Q1356610) (← links)
- The mean velocity of a Brownian motion in a random Lévy potential (Q1381567) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Zero noise limit of a stochastic differential equation involving a local time (Q1626404) (← links)
- Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
- Stochastic integral equations for Walsh semimartingales (Q1650115) (← links)
- Stability problems for Cantor stochastic differential equations (Q1683816) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
- Convergence of skew Brownian motions with local times at several points that are contracted into a single one (Q1696129) (← links)
- Sticky processes, local and true martingales (Q1708983) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Limit theorems for local and occupation times of random walks and Brownian motion on a spider (Q1721917) (← links)
- On the semi-group of a scaled skew Bessel process (Q1726774) (← links)
- Bouncing skew Brownian motions (Q1745270) (← links)
