On skew sticky Brownian motion
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Publication:2244524
DOI10.1016/j.spl.2021.109086zbMath1476.60141OpenAlexW3138142853MaRDI QIDQ2244524
Publication date: 12 November 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2021.109086
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes (60J60)
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Cites Work
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