Pages that link to "Item:Q2722158"
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The following pages link to A probabilistic representation for the solution of a problem of mathematical physics (Q2722158):
Displaying 7 items.
- On first hitting times for skew CIR processes (Q267888) (← 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)
- First hitting times for doubly skewed Ornstein-Uhlenbeck processes (Q2339552) (← links)
- Multi-skewed Brownian motion and diffusion in layered media (Q3093459) (← links)
- Initial Boundary Value Problems in a Bounded Domain: Probabilistic Representations of Solutions and Limit Theorems II (Q4580418) (← links)
- Hitting times for sticky skew CIR process (Q6647788) (← links)