scientific article; zbMATH DE number 4038950

MaRDI QIDQ3777183zbMATH OpenFDO

Authors Ruzong Fan

Publication date 1987

zbMATH Keywords

local timemartingale characterization of skew Brownian motions

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55) Brownian motion (60J65)

Recommendations

• A NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATION
• scientific article; zbMATH DE number 4140971
• Variably skewed Brownian motion
• Stochastic differential equations with singular drift
• Stochastic differential equations with reflecting boundary conditions

Cited in

(8)

• Planar diffusions with rank-based characteristics and perturbed Tanaka equations
• Variably skewed Brownian motion
• scientific article; zbMATH DE number 4140971 (Why is no real title available?)
• A NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATION
• Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time
• On the time inhomogeneous skew Brownian motion
• On stochastic continuity of generalized diffusion processes constructed as the strong solution to an SDE
• Resolution of the skew Brownian motion equations with stochastic calculus for signed measures

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 Q3777183)