Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q655592)
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English | Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface |
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Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface (English)
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4 January 2012
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skew Brownian motion
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advection-diffusion
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local time
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occupation time
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elastic skew Brownian motion
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stochastic order
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first passage time
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