Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (Q5374167): Difference between revisions

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Latest revision as of 10:06, 15 July 2024

scientific article; zbMATH DE number 6857334
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English
Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale
scientific article; zbMATH DE number 6857334

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    Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (English)
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    9 April 2018
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    Skorokhod and conventional reflections
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    skew and perturbed Tanaka equations
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    skew Brownian and Bessel processes
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    pure and Ocone martingales
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    local time
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    competing particle systems
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    asymmetric collisions
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