Diffusions with rank-based characteristics and values in the nonnegative quadrant (Q2435250)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Diffusions with rank-based characteristics and values in the nonnegative quadrant |
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Diffusions with rank-based characteristics and values in the nonnegative quadrant (English)
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4 February 2014
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diffusion with reflection and rank-dependent characteristics
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semimartingale local time
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skew representations
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Skorokhod problem
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sum-of-exponential stationary densities
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Tanaka formula and equation
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unfolding nonnegative semimartingales
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weak and strong solutions
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