On the multi-dimensional skew Brownian motion (Q2018564)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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