On skew Brownian motion (Q1152911)

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On skew Brownian motion
scientific article

    Statements

    title
    On skew Brownian motion (English)
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    author
    J. Michael Harrison
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    Lawrence A. Shepp
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    publication date
    1981
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    zbMATH Keywords
    skew Brownian motion
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    local time
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    Identifiers

    Mathematics Subject Classification ID
    60J55
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    60J60
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    60J65
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    zbMATH DE Number
    3723641
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    OpenAlex ID
    W2000991167
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