Pages that link to "Item:Q1872243"
From MaRDI portal
The following pages link to Local time flow related to skew Brownian motion. (Q1872243):
Displaying 14 items.
- Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time (Q373591) (← links)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- Shy couplings (Q863489) (← links)
- Ray-Knight theorems related to a stochastic flow (Q1411889) (← links)
- Timing in the presence of directional predictability: optimal stopping of skew Brownian motion (Q1683945) (← links)
- Limit theorems for local and occupation times of random walks and Brownian motion on a spider (Q1721917) (← links)
- Bouncing skew Brownian motions (Q1745270) (← links)
- Lenses in skew Brownian flow (Q1769507) (← links)
- Squared Bessel processes of positive and negative dimension embedded in Brownian local times (Q1990043) (← links)
- One-dimensional heat equation with discontinuous conductance (Q2018910) (← links)
- Fechner’s Distribution and Connections to Skew Brownian Motion (Q2954045) (← links)
- On the local time process of a skew Brownian motion (Q5227995) (← links)
- Diffusions on a space of interval partitions: the two-parameter model (Q6164922) (← links)
- Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)