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Bouncing skew Brownian motions - MaRDI portal

Bouncing skew Brownian motions (Q1745270)

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scientific article; zbMATH DE number 6862627
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English
Bouncing skew Brownian motions
scientific article; zbMATH DE number 6862627

    Statements

    Bouncing skew Brownian motions (English)
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    20 April 2018
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    skew Brownian motion
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    self-similar process
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    local time
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    excursion process
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    entrance law
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