Skew disperson and continuity of local time (Q744579): Difference between revisions
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scientific article
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English | Skew disperson and continuity of local time |
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Skew disperson and continuity of local time (English)
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25 September 2014
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dispersion
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discontinuous diffusion
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skew Brownian motion
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semimartingale local time
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local time
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occupation time
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first passage time
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