Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250): Difference between revisions
From MaRDI portal
Latest revision as of 10:31, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Diffusions with rank-based characteristics and values in the nonnegative quadrant |
scientific article |
Statements
Diffusions with rank-based characteristics and values in the nonnegative quadrant (English)
0 references
4 February 2014
0 references
diffusion with reflection and rank-dependent characteristics
0 references
semimartingale local time
0 references
skew representations
0 references
Skorokhod problem
0 references
sum-of-exponential stationary densities
0 references
Tanaka formula and equation
0 references
unfolding nonnegative semimartingales
0 references
weak and strong solutions
0 references
0 references
0 references
0 references
0 references
0 references