The following pages link to Is a Brownian Motion Skew? (Q5418629):
Displaying 8 items.
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
- (Q5009794) (← links)
- On the local time process of a skew Brownian motion (Q5227995) (← links)
- Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
- Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)
- HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION? (Q6170144) (← links)
