scientific article; zbMATH DE number 4140971
From MaRDI portal
Publication:3472950
Recommendations
Cited in
(33)- Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients
- Skew Brownian motion-type of extensions
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
- On the semi-group of a scaled skew Bessel process
- Lenses in skew Brownian flow
- Local time flow related to skew Brownian motion.
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations
- Variably skewed Brownian motion
- An ideal class to construct solutions for skew Brownian motion equations
- Statistical estimation for reflected skew processes
- Some parabolic PDEs whose drift is an irregular random noise in space
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
- Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient
- On a skew stable Lévy process
- First passage time of skew Brownian motion
- “Skew-Brownian Motion” and Derived Processes
- A NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATION
- scientific article; zbMATH DE number 4038950 (Why is no real title available?)
- scientific article; zbMATH DE number 26228 (Why is no real title available?)
- On symmetric and skew Bessel processes
- On some functional inequalities for skew Brownian motion
- scientific article; zbMATH DE number 1409860 (Why is no real title available?)
- A CLT for a class of stochastic integrals with application in statistics
- The analysis and property of two classes of skew Markov processes
- Skew Brownian diffusions across Koch interfaces
- On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE
- Exact Simulation of Brownian Diffusions with Drift Admitting Jumps
- Resolution of the skew Brownian motion equations with stochastic calculus for signed measures
- Advection-dispersion across interfaces
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface
- On countably skewed Brownian motion with accumulation point
- Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve
- On the constructions of the skew Brownian motion
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3472950)