Variably skewed Brownian motion (Q1977465)

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Variably skewed Brownian motion
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    title
    Variably skewed Brownian motion (English)
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    DOI
    10.1214/ECP.v5-1018
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    author
    Martin T. Barlow
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    Krzysztof Burdzy
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    Haya Kaspi
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    Avishai Mandelbaum
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    publication date
    18 May 2000
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    zbMATH DE Number
    1447310
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    zbMATH Keywords
    skew Brownian motion
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    Brownian motion
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    stochastic differential equation
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    local time
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