Skew disperson and continuity of local time (Q744579)
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scientific article; zbMATH DE number 6347752
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Skew disperson and continuity of local time |
scientific article; zbMATH DE number 6347752 |
Statements
Skew disperson and continuity of local time (English)
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25 September 2014
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dispersion
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discontinuous diffusion
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skew Brownian motion
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semimartingale local time
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local time
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occupation time
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first passage time
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0.7940272092819214
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0.7754404544830322
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0.7347956895828247
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0.7193494439125061
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