Pages that link to "Item:Q1593259"
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The following pages link to Effective conductivity and skew Brownian motion. (Q1593259):
Displaying 10 items.
- On first hitting times for skew CIR processes (Q267888) (← links)
- Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
- Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)