“Skew-Brownian Motion” and Derived Processes (Q3212090)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | “Skew-Brownian Motion” and Derived Processes |
scientific article |
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“Skew-Brownian Motion” and Derived Processes (English)
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1990
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transition density
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stochastic differential equation
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Brownian motion
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semimartingale
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local time
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singular processes
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