Doubly perturbed jump-diffusion processes (Q2518282): Difference between revisions

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-Luo, Jiaowan
@@ Property / author: Luo, Jiaowan / rank @@
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@@ Property / author @@
+Luo, Jiaowan
@@ Property / author: Luo, Jiaowan / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jmaa.2008.09.024
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@@ Property / OpenAlex ID @@
+W1996250682
@@ Property / OpenAlex ID: W1996250682 / rank @@
+Normal rank
@@ Property / cites work @@
+Some extensions of the arc sine law as partial consequences of the scaling property of Brownian motion
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+Beta Variables as Times Spent in [0, ∞[ By Certain Perturbed Brownian Motions
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+Pathwise uniqueness for perturbed versions of Brownian motion and reflected Brownian motion
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+Some calculations for doubly perturbed Brownian motion
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+Upper and lower limits of doubly perturbed Brownian motion
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+Weak limits of perturbed random walks and the equation \(Y_ t = B_ t+\alpha\sup\{Y_ s:s \leq t\} + \beta\inf\{Y_ s:s\leq t\}\)
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+Brownian motion and random walk perturbed at extrema
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+Q4213423
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+Perturbed Skorohod equations and perturbed reflected diffusion processes
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+Enlacements du Mouvement Brownien Autour Des Courbes de L'Espace
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+Self-avoiding random walk: A Brownian motion model with local time drift
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+Perturbed Brownian motions
@@ Property / cites work: Perturbed Brownian motions / rank @@
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+Successive approximations to solutions of stochastic differential equations
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+Q4854272
@@ Property / cites work: Q4854272 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:2518282