On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554)
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scientific article; zbMATH DE number 6978136
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| English | On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media |
scientific article; zbMATH DE number 6978136 |
Statements
On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (English)
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13 November 2018
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reflected skew Brownian motion
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transition density
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first-passage time
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simulation
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physical reflected skew diffusion
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heterogeneous media
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0.8638321
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0.8604615
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0.86025137
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0.86019033
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