Pages that link to "Item:Q507779"
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The following pages link to Application of stochastic flows to the sticky Brownian motion equation (Q507779):
Displaying 15 items.
- Construction and analysis of a sticky reflected distorted Brownian motion (Q297452) (← links)
- Approximating exit times of continuous Markov processes (Q784312) (← links)
- Sticky Brownian motions and a probabilistic solution to a two-point boundary value problem (Q830521) (← links)
- A functional limit theorem for coin tossing Markov chains (Q2028965) (← links)
- Properties of the EMCEL scheme for approximating irregular diffusions (Q2069772) (← links)
- Conditional law and occupation times of two-sided sticky Brownian motion (Q2197624) (← links)
- Wasserstein convergence rates for random bit approximations of continuous Markov processes (Q2208948) (← links)
- On skew sticky Brownian motion (Q2244524) (← links)
- Sticky couplings of multidimensional diffusions with different drifts (Q2291973) (← links)
- (Q4213625) (← links)
- Sticky Brownian Motion and Its Numerical Solution (Q5216248) (← links)
- Some explicit results on one kind of sticky diffusion (Q5226248) (← links)
- The sticky Lévy process as a solution to a time change equation (Q6058867) (← links)
- The Bethe ansatz for sticky Brownian motions (Q6170359) (← links)
- General diffusion processes as limit of time-space Markov chains (Q6187474) (← links)