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On the multi-dimensional skew Brownian motion - MaRDI portal

On the multi-dimensional skew Brownian motion (Q2018564)

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On the multi-dimensional skew Brownian motion
scientific article

    Statements

    title
    On the multi-dimensional skew Brownian motion (English)
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    author
    Rami Atar
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    Amarjit Budhiraja
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    publication date
    24 March 2015
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    zbMATH Keywords
    stochastic differential equation
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    skew Brownian motion
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    singular diffusion processes
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    local time
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    Identifiers

    Mathematics Subject Classification ID
    60H10
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    60J65
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    60J60
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    60J55
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    93E15
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    zbMATH DE Number
    6419190
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    OpenAlex ID
    W2031941114
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    arXiv ID
    1402.5703
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