Pages that link to "Item:Q627242"

The following pages link to Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242):

Displaying 38 items.

• On first hitting times for skew CIR processes (Q267888) (← links)
• On tightness of the skew random walks (Q428332) (← links)
• Some limit theorems for heights of random walks on a spider (Q501837) (← links)
• Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
• Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
• Population persistence under advection-diffusion in river networks (Q690654) (← links)
• Skew disperson and continuity of local time (Q744579) (← links)
• Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
• Stochastic averaging for a Hamiltonian system with skew random perturbations (Q895906) (← links)
• On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
• Limit theorems for local and occupation times of random walks and Brownian motion on a spider (Q1721917) (← links)
• Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
• A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
• One-dimensional heat equation with discontinuous conductance (Q2018910) (← links)
• On occupation times of one-dimensional diffusions (Q2031021) (← links)
• On transition density functions of skew Brownian motions with two-valued drift (Q2105383) (← links)
• Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals (Q2179620) (← links)
• On skew sticky Brownian motion (Q2244524) (← links)
• Gene flow across geographical barriers -- scaling limits of random walks with obstacles (Q2274254) (← links)
• An Euler-Maruyama method for diffusion equations with discontinuous coefficients and a family of interface conditions (Q2292021) (← links)
• Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
• Strategic real options (Q2324805) (← links)
• First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
• An occupation time related potential measure for diffusion processes (Q2358367) (← links)
• Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
• Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
• Two Brownian particles with rank-based characteristics and skew-elastic collisions (Q2447698) (← links)
• Skew Brownian motion with dry friction: joint density approach (Q2670796) (← links)
• Continuity of Local Time: An Applied Perspective (Q2956052) (← links)
• Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
• First Passage Time of Skew Brownian Motion (Q3165487) (← links)
• Asymptotics for time-changed diffusions (Q4606858) (← links)
• Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
• On the local time process of a skew Brownian motion (Q5227995) (← links)
• Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
• HOW LARGE IS THE JUMP DISCONTINUITY IN THE DIFFUSION COEFFICIENT OF A TIME-HOMOGENEOUS DIFFUSION? (Q6170144) (← links)
• Consumer strategy, vendor strategy and equilibrium in duopoly markets with production costs (Q6177268) (← links)