Pages that link to "Item:Q254492"
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The following pages link to An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492):
Displaying 5 items.
- Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
- Convergence of skew Brownian motions with local times at several points that are contracted into a single one (Q1696129) (← links)
- Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift (Q2012594) (← links)
- Wave propagation for reaction-diffusion equations on infinite random trees (Q2025627) (← links)
- An exponential timestepping algorithm for diffusion with discontinuous coefficients (Q2222463) (← links)
