Pages that link to "Item:Q5227995"
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The following pages link to On the local time process of a skew Brownian motion (Q5227995):
Displaying 12 items.
- On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629) (← links)
- Convergence of skew Brownian motions with local times at several points that are contracted into a single one (Q1696129) (← links)
- Local time flow related to skew Brownian motion. (Q1872243) (← links)
- Some explicit results on first exit times for a jump diffusion process involving semimartingale local time (Q2664543) (← links)
- On a skew stable Lévy process (Q2680390) (← links)
- Distributions of functionals of the local time of Brownian motion with discontinuous drift (Q2684702) (← links)
- First Passage Time of Skew Brownian Motion (Q3165487) (← links)
- “Skew-Brownian Motion” and Derived Processes (Q3212090) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- Distributions of functionals of a skew Brownian motion with discontinuous drift (Q6174429) (← links)
- Distribution of Functionals of Brownian Motion with Linear Drift and Elastically Killed at Zero (Q6490287) (← links)
- Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)
