On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629)
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scientific article; zbMATH DE number 6049167
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| English | On the existence of a time inhomogeneous skew Brownian motion and some related laws |
scientific article; zbMATH DE number 6049167 |
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On the existence of a time inhomogeneous skew Brownian motion and some related laws (English)
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22 June 2012
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skew Brownian motion
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local time
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straddling excursion
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0.89373183
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0.8857503
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0.8839867
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0.8786215
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0.8692141
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0.86763644
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