Stochastic integral equations for Walsh semimartingales (Q1650115): Difference between revisions
From MaRDI portal
Latest revision as of 09:38, 30 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic integral equations for Walsh semimartingales |
scientific article |
Statements
Stochastic integral equations for Walsh semimartingales (English)
0 references
29 June 2018
0 references
skew Brownian motions
0 references
Walsh Brownian motions
0 references
spider semimartingales
0 references
Walsh semimartingales
0 references
Skorokhod reflection
0 references
planar skew unfolding
0 references
Harrison-Shepp equations
0 references
Freidlin-Sheu formula
0 references
martingale problems
0 references
local time
0 references
0 references