On the time inhomogeneous skew Brownian motion
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Publication:390505
DOI10.1016/j.bulsci.2013.02.001zbMath1283.60088arXiv1204.0718OpenAlexW2087253339MaRDI QIDQ390505
Youssef Ouknine, Siham Bouhadou
Publication date: 8 January 2014
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.0718
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60)
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