On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60J65 / rank | |||
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| Property / Mathematics Subject Classification ID: 60J55 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H10 / rank | |||
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| Property / zbMATH DE Number: 6049167 / rank | |||
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skew Brownian motion | |||
| Property / zbMATH Keywords: skew Brownian motion / rank | |||
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local time | |||
| Property / zbMATH Keywords: local time / rank | |||
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straddling excursion | |||
| Property / zbMATH Keywords: straddling excursion / rank | |||
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Revision as of 22:21, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the existence of a time inhomogeneous skew Brownian motion and some related laws |
scientific article |
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On the existence of a time inhomogeneous skew Brownian motion and some related laws (English)
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22 June 2012
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skew Brownian motion
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local time
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straddling excursion
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