The following pages link to (Q3472950):
Displaying 12 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- Construction of a fundamental solution of a partial differential equation with piecewise constant coefficients (Q1283601) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Statistical estimation for reflected skew processes (Q2431005) (← links)
- Some parabolic PDEs whose drift is an irregular random noise in space (Q2460325) (← links)
- Discretization of one-dimensional stochastic differential equations whose generators are divergence form with a discontinuous coefficient (Q2583811) (← links)
- First Passage Time of Skew Brownian Motion (Q3165487) (← links)
- (Q5009794) (← links)
- Exact Simulation of Brownian Diffusions with Drift Admitting Jumps (Q5738175) (← links)
- Advection-dispersion across interfaces (Q5965038) (← links)
