Pages that link to "Item:Q3093459"
From MaRDI portal
The following pages link to Multi-skewed Brownian motion and diffusion in layered media (Q3093459):
Displayed 25 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- One-dimensional stochastic equations in layered media with semi-permeable barriers (Q311068) (← links)
- Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
- Population persistence under advection-diffusion in river networks (Q690654) (← links)
- Skew disperson and continuity of local time (Q744579) (← links)
- Some properties of doubly skewed CIR processes (Q891388) (← 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)
- Convergence of skew Brownian motions with local times at several points that are contracted into a single one (Q1696129) (← links)
- One-dimensional heat equation with discontinuous conductance (Q2018910) (← links)
- Wave propagation for reaction-diffusion equations on infinite random trees (Q2025627) (← links)
- Stochastic PDEs on graphs as scaling limits of discrete interacting systems (Q2040098) (← links)
- On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Random walks in a strongly sparse random environment (Q2182624) (← links)
- On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) (← links)
- Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215) (← links)
- About the infinite dimensional skew and obliquely reflected Ornstein–Uhlenbeck process (Q2790336) (← links)
- Continuity of Local Time: An Applied Perspective (Q2956052) (← links)
- First Passage Time of Skew Brownian Motion (Q3165487) (← links)
- Asymptotics for time-changed diffusions (Q4606858) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- (Q5009794) (← links)
- Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175) (← links)
- Advection-dispersion across interfaces (Q5965038) (← links)