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

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+Construction of a martingale with given absolute value
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+Variably skewed Brownian motion
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+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
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+Q4772511
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+Q3344924
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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
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+Unfolding the Skorohod reflection of a semimartingale
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+Q4226355
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+Q4195697
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+On the uniqueness of solutions of stochastic differential equations. II
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+Q3308800
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+Les inegalites de sous-martingales, comme consequences de la relation de domination
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