Pages that link to "Item:Q390505"
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The following pages link to On the time inhomogeneous skew Brownian motion (Q390505):
Displaying 12 items.
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- An ideal class to construct solutions for skew Brownian motion equations (Q2135195) (← links)
- On skew sticky Brownian motion (Q2244524) (← links)
- Some contributions to the study of stochastic processes of the classes and (Q4584696) (← links)
- Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063) (← links)
- Carathéodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary (Q5240642) (← links)
- Resolution of the skew Brownian motion equations with stochastic calculus for signed measures (Q5859957) (← links)
- Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero (Q5880397) (← links)
- Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary (Q6123184) (← links)
- Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)
