On skew Brownian motion
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Publication:1152911
DOI10.1214/AOP/1176994472zbMath0462.60076OpenAlexW2000991167MaRDI QIDQ1152911
J. Michael Harrison, Lawrence A. Shepp
Publication date: 1981
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1176994472
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