Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (Q5374167)
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scientific article; zbMATH DE number 6857334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale |
scientific article; zbMATH DE number 6857334 |
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Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (English)
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9 April 2018
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Skorokhod and conventional reflections
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skew and perturbed Tanaka equations
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skew Brownian and Bessel processes
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pure and Ocone martingales
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local time
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competing particle systems
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asymmetric collisions
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