Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q655592): Difference between revisions
From MaRDI portal
Removed claims |
Set OpenAlex properties. |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Thilanka A. Appuhamillage / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Vrushali A. Bokil / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Enrique A. Thomann / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Edward C. Waymire / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Brian D. Wood / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1009.5410 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2005699890 / rank | |||
Normal rank |
Latest revision as of 09:31, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface |
scientific article |
Statements
Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface (English)
0 references
4 January 2012
0 references
skew Brownian motion
0 references
advection-diffusion
0 references
local time
0 references
occupation time
0 references
elastic skew Brownian motion
0 references
stochastic order
0 references
first passage time
0 references