Pages that link to "Item:Q3384671"
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The following pages link to On some properties of sticky Brownian motion (Q3384671):
Displaying 10 items.
- Construction and analysis of a sticky reflected distorted Brownian motion (Q297452) (← links)
- Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem (Q830521) (← links)
- Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing (Q2152266) (← links)
- On skew sticky Brownian motion (Q2244524) (← links)
- A note on the sticky Brownian motion on \(\mathbb R\) (Q2866258) (← links)
- (Q4213625) (← links)
- Brownian motion with stiff bonds and rigid constraints (Q4318517) (← links)
- Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
- The Bethe ansatz for sticky Brownian motions (Q6170359) (← links)
- Hitting times for sticky skew CIR process (Q6647788) (← links)