The following pages link to Variably skewed Brownian motion (Q1977465):
Displaying 12 items.
- On the time inhomogeneous skew Brownian motion (Q390505) (← links)
- On symmetric and skew Bessel processes (Q444357) (← links)
- Occupation and local times for skew Brownian motion with applications to dispersion across an interface (Q627242) (← links)
- Minimizing the time to a decision (Q655582) (← links)
- On countably skewed Brownian motion with accumulation point (Q894138) (← links)
- Bouncing skew Brownian motions (Q1745270) (← links)
- Stratonovich stochastic differential equation with irregular coefficients: Girsanov's example revisited (Q2295037) (← links)
- Arbitrage in skew Brownian motion models (Q2427806) (← links)
- Statistical estimation for reflected skew processes (Q2431005) (← links)
- A NOTE ON THE HARRISON-SHEPP STOCHASTIC EQUATION (Q3694369) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
- Diffusion in Media with Membranes and Some Nonlocal Parabolic Problems (Q6495806) (← links)