On the multi-dimensional skew Brownian motion (Q2018564)
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scientific article
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| English | On the multi-dimensional skew Brownian motion |
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On the multi-dimensional skew Brownian motion (English)
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24 March 2015
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stochastic differential equation
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skew Brownian motion
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singular diffusion processes
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local time
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0.9241762
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0.90704167
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0.90551764
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0.90439045
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