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On simultaneous hitting of membranes by two skew Brownian motions - MaRDI portal

On simultaneous hitting of membranes by two skew Brownian motions (Q3077839)

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On simultaneous hitting of membranes by two skew Brownian motions
scientific article

    Statements

    author
    Olga Aryasova
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    Andrey Yu. Pilipenko
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    publication date
    22 February 2011
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    zbMATH Keywords
    skew Brownian motion
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    singular SDE
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    arXiv classification
    math.PR
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    Identifiers

    zbMATH DE Number
    5855927
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    arXiv ID
    0906.1695
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