On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629)

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On the existence of a time inhomogeneous skew Brownian motion and some related laws
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    title
    On the existence of a time inhomogeneous skew Brownian motion and some related laws (English)
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    DOI
    10.1214/EJP.v17-1858
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    author
    Pierre Étoré
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    Miguel Martinez
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    publication date
    22 June 2012
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    Mathematics Subject Classification ID
    60J65
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    60J55
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    60H10
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    zbMATH DE Number
    6049167
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    zbMATH Keywords
    skew Brownian motion
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    local time
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    straddling excursion
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