Pages that link to "Item:Q980760"

The following pages link to On the constructions of the skew Brownian motion (Q980760):

Displaying 50 items.

• An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
• On a Brownian motion with a hard membrane (Q274170) (← links)
• Numerical approximation of irregular SDEs via Skorokhod embeddings (Q289527) (← links)
• The snapping out Brownian motion (Q303968) (← links)
• The parametrix method for skew diffusions (Q309004) (← links)
• On the limit behavior of a sequence of Markov processes perturbed in a neighborhood of the singular point (Q325979) (← links)
• A limit theorem for singular stochastic differential equations (Q343047) (← links)
• Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
• Exact inequalities for the maximum of a skew Brownian motion (Q355255) (← links)
• Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time (Q373591) (← links)
• On tightness of the skew random walks (Q428332) (← links)
• On symmetric and skew Bessel processes (Q444357) (← links)
• A skew stochastic heat equation (Q457099) (← links)
• Forward Brownian motion (Q466894) (← links)
• On some functional inequalities for skew Brownian motion (Q492160) (← links)
• Sharp maximal inequalities for stochastic processes (Q492175) (← links)
• Some limit theorems for heights of random walks on a spider (Q501837) (← links)
• SPDE with generalized drift and fractional-type noise (Q520227) (← links)
• Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
• Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve (Q555027) (← links)
• Skew disperson and continuity of local time (Q744579) (← links)
• Exit identities for diffusion processes observed at Poisson arrival times (Q777097) (← links)
• Stochastic averaging for a Hamiltonian system with skew random perturbations (Q895906) (← links)
• Stochastic flows and an interface SDE on metric graphs (Q898398) (← links)
• Periodic homogenization with an interface: the one-dimensional case (Q983179) (← links)
• On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
• Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
• Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
• Convergence of skew Brownian motions with local times at several points that are contracted into a single one (Q1696129) (← 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)
• Limit theorems for local and occupation times of random walks and Brownian motion on a spider (Q1721917) (← links)
• On the semi-group of a scaled skew Bessel process (Q1726774) (← links)
• Bouncing skew Brownian motions (Q1745270) (← links)
• A fractional kinetic process describing the intermediate time behaviour of cellular flows (Q1746144) (← links)
• Statistical estimation of the oscillating Brownian motion (Q1750094) (← links)
• Planar diffusions with rank-based characteristics and perturbed Tanaka equations (Q1955831) (← links)
• Squared Bessel processes of positive and negative dimension embedded in Brownian local times (Q1990043) (← links)
• On the possibility of track length based Monte-Carlo algorithms for stationary drift-diffusion systems with sources and sinks (Q2002472) (← links)
• A joint Laplace transform for pre-exit diffusion of occupation times (Q2013127) (← links)
• On the multi-dimensional skew Brownian motion (Q2018564) (← links)
• Oscillating Gaussian processes (Q2023470) (← links)
• A transformed stochastic Euler scheme for multidimensional transmission PDE (Q2029425) (← links)
• On occupation times of one-dimensional diffusions (Q2031021) (← links)
• Time and place of the maximum for one-dimensional diffusion bridges and meanders (Q2039761) (← links)
• Birth-death chains on a spider: spectral analysis and reflecting-absorbing factorization (Q2079563) (← links)
• A numerical scheme for stochastic differential equations with distributional drift (Q2093691) (← links)
• On the strong convergence rate for the Euler-Maruyama scheme of one-dimensional SDEs with irregular diffusion coefficient and local time (Q2099271) (← links)
• The permuton limit of strong-Baxter and semi-Baxter permutations is the skew Brownian permuton (Q2105167) (← links)
• Diffusion approximation for a simple kinetic model with asymmetric interface (Q2133647) (← links)
• Strong solutions of stochastic differential equations with generalized drift and multidimensional fractional Brownian initial noise (Q2135187) (← links)