The following pages link to On skew sticky Brownian motion (Q2244524):
Displaying 12 items.
- Construction and analysis of a sticky reflected distorted Brownian motion (Q297452) (← links)
- On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629) (← links)
- Sticky Brownian motion as the strong limit of a sequence of random walks (Q1180187) (← links)
- Bouncing skew Brownian motions (Q1745270) (← links)
- On the multi-dimensional skew Brownian motion (Q2018564) (← links)
- On occupation times of one-dimensional diffusions (Q2031021) (← links)
- Sticky Bessel diffusions (Q2145813) (← links)
- Conditional law and occupation times of two-sided sticky Brownian motion (Q2197624) (← links)
- Skew Brownian motion with dry friction: joint density approach (Q2670796) (← links)
- “Skew-Brownian Motion” and Derived Processes (Q3212090) (← links)
- Sticky Feller diffusions (Q6165209) (← links)
- Functional convergence to the local time of a sticky diffusion (Q6165991) (← links)