An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492): Difference between revisions
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Revision as of 11:44, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers |
scientific article |
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An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (English)
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8 March 2016
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skew Brownian motion
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transition densities
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semipermeable barriers
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local time
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rejection sampling
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exact simulation
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