Stochastic integral equations for Walsh semimartingales (Q1650115): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic integral equations for Walsh semimartingales |
scientific article |
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Stochastic integral equations for Walsh semimartingales (English)
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29 June 2018
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skew Brownian motions
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Walsh Brownian motions
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spider semimartingales
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Walsh semimartingales
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Skorokhod reflection
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planar skew unfolding
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Harrison-Shepp equations
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Freidlin-Sheu formula
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martingale problems
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local time
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