On the existence of a time inhomogeneous skew Brownian motion and some related laws
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Publication:428629
DOI10.1214/EJP.v17-1858zbMath1245.60077arXiv1107.2282MaRDI QIDQ428629
Publication date: 22 June 2012
Published in: Electronic Journal of Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1107.2282
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60J65: Brownian motion
60J55: Local time and additive functionals
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