Pages that link to "Item:Q428629"
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The following pages link to On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629):
Displayed 12 items.
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- Stochastic averaging for a Hamiltonian system with skew random perturbations (Q895906) (← 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)
- A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
- An ideal class to construct solutions for skew Brownian motion equations (Q2135195) (← links)
- Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← 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)
- Modeling volatility of disaster-affected populations: a non-homogeneous geometric-skew Brownian motion approach (Q6143055) (← links)