Pages that link to "Item:Q5757467"
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The following pages link to A Generalized Taylor–Aris Formula and Skew Diffusion (Q5757467):
Displayed 16 items.
- On first hitting times for skew CIR processes (Q267888) (← 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)
- Population persistence under advection-diffusion in river networks (Q690654) (← links)
- Skew disperson and continuity of local time (Q744579) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- Skew CIR process, conditional characteristic function, moments and bond pricing (Q2318215) (← links)
- Simulating diffusion processes in discontinuous media: benchmark tests (Q2375139) (← links)
- Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps (Q2446752) (← links)
- Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
- First Passage Time of Skew Brownian Motion (Q3165487) (← links)
- On some properties of sticky Brownian motion (Q3384671) (← links)
- Is a Brownian Motion Skew? (Q5418629) (← links)
- A Donsker theorem to simulate one-dimensional processes with measurable coefficients (Q5429606) (← links)
- Advection-dispersion across interfaces (Q5965038) (← links)
- Asymptotic analysis of the steady advection-diffusion problem in axial domains (Q6039596) (← links)