On the time inhomogeneous skew Brownian motion (Q390505)
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scientific article; zbMATH DE number 6243438
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the time inhomogeneous skew Brownian motion |
scientific article; zbMATH DE number 6243438 |
Statements
On the time inhomogeneous skew Brownian motion (English)
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8 January 2014
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skew Brownian motion
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local times
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stochastic differential equation
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Balayage formula
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Skorokhod problem
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