On the time inhomogeneous skew Brownian motion (Q390505): Difference between revisions

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+Siham Bouhadou
@@ Property / author: Siham Bouhadou / rank @@
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+MaRDI publication profile
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+W2087253339
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+.0718
@@ Property / arXiv ID: 1204.0718 / rank @@
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@@ Property / cites work @@
+Construction of a martingale with given absolute value
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@@ Property / cites work @@
+Variably skewed Brownian motion
@@ Property / cites work: Variably skewed Brownian motion / rank @@
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@@ Property / cites work @@
+On the existence of a time inhomogeneous skew Brownian motion and some related laws
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+Every nonnegative submartingale is the absolute value of a martingale
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+On skew Brownian motion
@@ Property / cites work: On skew Brownian motion / rank @@
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@@ Property / cites work @@
+Q4772511
@@ Property / cites work: Q4772511 / rank @@
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@@ Property / cites work @@
+Q3344924
@@ Property / cites work: Q3344924 / rank @@
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+On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales
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+“Skew-Brownian Motion” and Derived Processes
@@ Property / cites work: “Skew-Brownian Motion” and Derived Processes / rank @@
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+Unfolding the Skorohod reflection of a semimartingale
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+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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+Q4195697
@@ Property / cites work: Q4195697 / rank @@
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+On the uniqueness of solutions of stochastic differential equations. II
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+Q3308800
@@ Property / cites work: Q3308800 / rank @@
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+Les inegalites de sous-martingales, comme consequences de la relation de domination
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