Variably skewed Brownian motion
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Publication:1977465
DOI10.1214/ECP.v5-1018zbMath0949.60090MaRDI QIDQ1977465
Martin T. Barlow, Haya Kaspi, Krzysztof Burdzy, Avishai Mandelbaum
Publication date: 18 May 2000
Published in: Electronic Communications in Probability (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/120650
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
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