On skew sticky Brownian motion (Q2244524): Difference between revisions

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+Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface
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+Occupation and local times for skew Brownian motion with applications to dispersion across an interface
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+A stochastic differential equation with a sticky point
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+Stochastic Processes with Applications
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+On the time inhomogeneous skew Brownian motion
@@ Property / cites work: On the time inhomogeneous skew Brownian motion / rank @@
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+Conditional law and occupation times of two-sided sticky Brownian motion
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+Stochastic differential equations for sticky Brownian motion
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+The parabolic differential equations and the associated semigroups of transformation
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+Application of stochastic flows to the sticky Brownian motion equation
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+Itō's formula for Walsh's Brownian motion and applications
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+Sticky Brownian motion as the limit of storage processes
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+Q5332526
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+Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control
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+Q3908217
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+Brownian motions on metric graphs
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+Sticky Brownian motion as the strong limit of a sequence of random walks
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+Multidimensional sticky Brownian motions as limits of exclusion processes
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+Q4226355
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+Q4349221
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+Q4938933
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+The noise made by a Poisson snake
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