On the multi-dimensional skew Brownian motion (Q2018564)

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scientific article; zbMATH DE number 6419190
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    On the multi-dimensional skew Brownian motion
    scientific article; zbMATH DE number 6419190

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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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