Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q655592)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface |
scientific article |
Statements
Corrections: occupation and local times for skew Brownian motion with applications to dispersion across an interface (English)
0 references
4 January 2012
0 references
skew Brownian motion
0 references
advection-diffusion
0 references
local time
0 references
occupation time
0 references
elastic skew Brownian motion
0 references
stochastic order
0 references
first passage time
0 references