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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An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
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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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