On the constructions of the skew Brownian motion (Q980760)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the constructions of the skew Brownian motion |
scientific article |
Statements
On the constructions of the skew Brownian motion (English)
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29 June 2010
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skew Brownian motion
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PDE with singular drift
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PDE with transmission condition
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SDE with local time
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excursions of Brownian motion
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scale function and speed measure
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mathematical modeling
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Monte Carlo methods
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