Pages that link to "Item:Q894138"
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The following pages link to On countably skewed Brownian motion with accumulation point (Q894138):
Displaying 11 items.
- An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
- Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process (Q350292) (← links)
- Time inhomogeneous stochastic differential equations involving the local time of the unknown process, and associated parabolic operators (Q1639671) (← links)
- Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero (Q1713855) (← links)
- Recurrence criteria for generalized Dirichlet forms (Q1800498) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- About the infinite dimensional skew and obliquely reflected Ornstein-Uhlenbeck process (Q2790336) (← links)
- Asymptotics for time-changed diffusions (Q4606858) (← links)
- Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process (Q4997063) (← links)
- On the stochastic regularity of distorted Brownian motions (Q5369015) (← links)
- Homogenization of a multivariate diffusion with semipermeable interfaces (Q6556249) (← links)
