On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629): Difference between revisions

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On the existence of a time inhomogeneous skew Brownian motion and some related laws
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    On the existence of a time inhomogeneous skew Brownian motion and some related laws (English)
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    22 June 2012
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    skew Brownian motion
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    local time
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    straddling excursion
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