Stochastic differential equations for sticky Brownian motion (Q2811120)
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scientific article; zbMATH DE number 6591437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations for sticky Brownian motion |
scientific article; zbMATH DE number 6591437 |
Statements
Stochastic differential equations for sticky Brownian motion (English)
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10 June 2016
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sticky Brownian motion
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Feller boundary condition
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Skorokhod conjecture
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stochastic differential equation
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reflecting Brownian motion
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time change
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local time
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weak convergence
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