scientific article

From MaRDI portal
Publication:3580550

zbMath1192.60081MaRDI QIDQ3580550

Richard F. Bass, Zhen-Qing Chen

Publication date: 13 August 2010


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.



Related Items (25)

On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous mediaPathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functionsDistance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting timeSome properties of doubly skewed CIR processesStochastic differential equations with discontinuous diffusion coefficientsStochastic model for barrier crossings and fluctuations in local timescaleOn the pathwise uniqueness for a class of degenerate Itô-stochastic differential equationsThe Dynamics of InstabilityOn symmetric and skew Bessel processesStrong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficientsOn the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky ConditionStrong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zeroTwo Brownian particles with rank-based characteristics and skew-elastic collisionsOne-dimensional stochastic differential equations with generalized and singular driftBrownian motion on some spaces with varying dimensionPathwise uniqueness for a degenerate stochastic differential equationOn some functional inequalities for skew Brownian motionBouncing skew Brownian motionsSingular Brownian diffusion processesA scheme for simulating one-dimensional diffusion processes with discontinuous coefficientsOne-dimensional heat equation with discontinuous conductancePeriodic homogenization with an interface: the one-dimensional caseOn some properties of sticky Brownian motionMulti-skewed Brownian motion and diffusion in layered mediaReversibility of whole-plane SLE




This page was built for publication: