The following pages link to (Q3344924):
Displayed 20 items.
- Balayage formula, local time and applications in stochastic differential equations (Q388124) (← links)
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- Simulating diffusions with piecewise constant coefficients using a kinetic approximation (Q658805) (← links)
- Stochastic differential equations with singular drift (Q923498) (← links)
- Weak existence of the squared Bessel and CIR processes with skew reflection on a deterministic time-dependent curve (Q963028) (← links)
- Étude asymptotique de certains mouvements browniens complexes avec drift (Q1067314) (← links)
- On the existence of solutions of stochastic differential equations with singular drifts (Q1071381) (← links)
- On solutions of stochastic differential equations with drift (Q1122220) (← links)
- Brownian motion with singular drift (Q1394527) (← links)
- A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales (Q1807276) (← links)
- Multi-dimensional Bessel processes as heavy traffic limits of certain tandem queues (Q1819474) (← links)
- Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients (Q1956527) (← links)
- Arbitrage in skew Brownian motion models (Q2427806) (← links)
- A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients (Q2494575) (← links)
- Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
- First Passage Time of Skew Brownian Motion (Q3165487) (← links)
- Probabilistic interpretation and random walk on spheres algorithms for the Poisson-Boltzmann equation in molecular dynamics (Q4933352) (← links)