First Passage Time of Skew Brownian Motion (Q3165487): Difference between revisions

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+First Passage Time of Skew Brownian Motion
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+Occupation and local times for skew Brownian motion with applications to dispersion across an interface
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+Invariance principles for ranked excursion lengths and heights
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+Asymmetric skew Bessel processes and their applications to finance
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+Q5538132
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+On skew Brownian motion
@@ Property / cites work: On skew Brownian motion / rank @@
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+Brownian motions on a half line
@@ Property / cites work: Brownian motions on a half line / rank @@
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+Q3344924
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+A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
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+First passage time analysis of animal movement and insights into the functional response
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+Q3472950
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+On the distribution of ranked heights of excursions of a Brownian bridge.
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+Multi-skewed Brownian motion and diffusion in layered media
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+A Generalized Taylor–Aris Formula and Skew Diffusion
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