Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (Q5374167)
From MaRDI portal
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 |
Statements
Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale (English)
0 references
9 April 2018
0 references
Skorokhod and conventional reflections
0 references
skew and perturbed Tanaka equations
0 references
skew Brownian and Bessel processes
0 references
pure and Ocone martingales
0 references
local time
0 references
competing particle systems
0 references
asymmetric collisions
0 references
