Pages that link to "Item:Q6174429"
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The following pages link to Distributions of functionals of a skew Brownian motion with discontinuous drift (Q6174429):
Displaying 8 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media (Q1619554) (← links)
- On transition density functions of skew Brownian motions with two-valued drift (Q2105383) (← links)
- Distribution of functionals of a Brownian motion with nonstandard switching (Q2246204) (← links)
- Skew Brownian motion with dry friction: joint density approach (Q2670796) (← links)
- Distributions of functionals of the local time of Brownian motion with discontinuous drift (Q2684702) (← links)
- On the local time process of a skew Brownian motion (Q5227995) (← links)
- DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE (Q5371137) (← links)