On the time inhomogeneous skew Brownian motion (Q390505): Difference between revisions

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Revision as of 00:08, 5 March 2024

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On the time inhomogeneous skew Brownian motion
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    On the time inhomogeneous skew Brownian motion (English)
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    8 January 2014
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    skew Brownian motion
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    local times
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    stochastic differential equation
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    Balayage formula
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    Skorokhod problem
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