scientific article; zbMATH DE number 4140971
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zbMATH Open0696.60080MaRDI QIDQ3472950FDOQ3472950
Authors: Youssef Ouknine 
Publication date: 1990
Title of this publication is not available (Why is that?)
Recommendations
stochastic differential equationBrownian motionsemimartingalelocal timetransition densitysingular processes
Brownian motion (60J65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)
Cited In (31)
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers
- On the semi-group of a scaled skew Bessel process
- Title not available (Why is that?)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface
- Exact Simulation of Brownian Diffusions with Drift Admitting Jumps
- Title not available (Why is that?)
- On countably skewed Brownian motion with accumulation point
- Resolution of the skew Brownian motion equations with stochastic calculus for signed measures
- On the constructions of the skew Brownian motion
- Local time flow related to skew Brownian motion.
- Planar diffusions with rank-based characteristics and perturbed Tanaka equations
- On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE
- On some functional inequalities for skew Brownian motion
- Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve
- Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient
- Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients
- An ideal class to construct solutions for skew Brownian motion equations
- Variably skewed Brownian motion
- First passage time of skew Brownian motion
- A NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATION
- Advection-dispersion across interfaces
- Lenses in skew Brownian flow
- A CLT for a class of stochastic integrals with application in statistics
- On symmetric and skew Bessel processes
- On a skew stable Lévy process
- Some parabolic PDEs whose drift is an irregular random noise in space
- The analysis and property of two classes of skew Markov processes
- “Skew-Brownian Motion” and Derived Processes
- Statistical estimation for reflected skew processes
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero
- Skew Brownian diffusions across Koch interfaces
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