On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554): Difference between revisions

@@ Property / author @@
+Yong Jin Wang
@@ Property / author: Yong Jin Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.physa.2016.02.041
+Normal rank
@@ Property / OpenAlex ID @@
+W2291034247
@@ Property / OpenAlex ID: W2291034247 / rank @@
+Normal rank
@@ Property / cites work @@
+Brownian motions on a half line
@@ Property / cites work: Brownian motions on a half line / rank @@
+Normal rank
@@ Property / cites work @@
+Multi-skewed Brownian motion and diffusion in layered media
+Normal rank
@@ Property / cites work @@
+Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps
+Normal rank
@@ Property / cites work @@
+A Generalized Taylor–Aris Formula and Skew Diffusion
+Normal rank
@@ Property / cites work @@
+Effective conductivity and skew Brownian motion.
@@ Property / cites work: Effective conductivity and skew Brownian motion. / rank @@
+Normal rank
@@ Property / cites work @@
+Q2722158
@@ Property / cites work: Q2722158 / rank @@
+Normal rank
@@ Property / cites work @@
+Occupation and local times for skew Brownian motion with applications to dispersion across an interface
+Normal rank
@@ Property / cites work @@
+First Passage Time of Skew Brownian Motion
@@ Property / cites work: First Passage Time of Skew Brownian Motion / rank @@
+Normal rank
@@ Property / cites work @@
+Advection-dispersion across interfaces
@@ Property / cites work: Advection-dispersion across interfaces / rank @@
+Normal rank
@@ Property / cites work @@
+On skew Brownian motion
@@ Property / cites work: On skew Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Q3344924
@@ Property / cites work: Q3344924 / rank @@
+Normal rank
@@ Property / cites work @@
+Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
+Normal rank
@@ Property / cites work @@
+Q3580550
@@ Property / cites work: Q3580550 / rank @@
+Normal rank
@@ Property / cites work @@
+On the constructions of the skew Brownian motion
@@ Property / cites work: On the constructions of the skew Brownian motion / rank @@
+Normal rank
@@ Property / cites work @@
+Is a Brownian Motion Skew?
@@ Property / cites work: Is a Brownian Motion Skew? / rank @@
+Normal rank
@@ Property / cites work @@
+Exact simulation of one-dimensional stochastic differential equations involving the local time at zero of the unknown process
+Normal rank
@@ Property / cites work @@
+First passage time analysis of animal movement and insights into the functional response
+Normal rank
@@ Property / cites work @@
+Shelfbreak upwelling induced by alongshore currents: analytical and numerical results
+Normal rank
@@ Property / cites work @@
+Q4002114
@@ Property / cites work: Q4002114 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3923307
@@ Property / cites work: Q3923307 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
+Normal rank
@@ Property / cites work @@
+On symmetric and skew Bessel processes
@@ Property / cites work: On symmetric and skew Bessel processes / rank @@
+Normal rank
@@ Property / cites work @@
+SELF EXCITING THRESHOLD INTEREST RATES MODELS
@@ Property / cites work: SELF EXCITING THRESHOLD INTEREST RATES MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+One-Dimensional Reflected Diffusions with Two Boundaries and an Inverse First-Hitting Problem
+Normal rank
@@ Property / cites work @@
+The first passage time and the dividend value function for one-dimensional diffusion processes between two reflecting barriers
+Normal rank
@@ Property / cites work @@
+The Joint Laplace Transforms for Diffusion Occupation Times
+Normal rank
@@ Property / cites work @@
+The first rendezvous time of Brownian motion and compound Poisson-type processes
+Normal rank
@@ Property / cites work @@
+On the first hitting time of a one-dimensional diffusion and a compound Poisson process
+Normal rank
@@ Property / cites work @@
+First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries
+Normal rank
@@ Property / cites work @@
+Q4433608
@@ Property / cites work: Q4433608 / rank @@
+Normal rank
@@ Property / cites work @@
+Euler scheme for reflected stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Euler's approximations of solutions of SDEs with reflecting boundary.
+Normal rank
@@ Property / cites work @@
+Comparison of sequence accelerators for the Gaver method of numerical Laplace transform inversion
+Normal rank