A probabilistic solution to the Stroock-Williams equation (Q465473)
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English | A probabilistic solution to the Stroock-Williams equation |
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A probabilistic solution to the Stroock-Williams equation (English)
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31 October 2014
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Stroock-Williams equation
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probabilistic solution
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sticky Brownian motion
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elastic Brownian motion
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reflecting Brownian motion
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local time
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