Sticky Brownian motion as the strong limit of a sequence of random walks
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Publication:1180187
DOI10.1016/0304-4149(91)90080-VzbMath0744.60097MaRDI QIDQ1180187
Publication date: 27 June 1992
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Brownian motionsticky Brownian motionfirst passagedistributions of some functionalstransition distribution
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