Pages that link to "Item:Q3165487"

The following pages link to First Passage Time of Skew Brownian Motion (Q3165487):

Displaying 16 items.

• An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
• On first hitting times for skew CIR processes (Q267888) (← links)
• One-dimensional stochastic equations in layered media with semi-permeable barriers (Q311068) (← links)
• Some limit theorems for heights of random walks on a spider (Q501837) (← links)
• Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
• Skew disperson and continuity of local time (Q744579) (← links)
• Some properties of doubly skewed CIR processes (Q891388) (← links)
• On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
• Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
• A simple trinomial lattice approach for the skew-extended CIR models (Q1687377) (← links)
• Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
• First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
• First Passage Time of Skew Brownian Motion (Q3165487) (← links)
• A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
• EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
• Advection-dispersion across interfaces (Q5965038) (← links)