Skew Brownian motion-type of extensions

DOI10.1007/BF02214254zbMath0878.60054OpenAlexW2328044124MaRDI QIDQ1356610

Juha Vuolle-Apiala

Publication date: 18 December 1997

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02214254

zbMATH Keywords

skew Brownian motion-typesymmetric Feller process

Mathematics Subject Classification ID

Brownian motion (60J65)

Related Items (1)

Timing in the presence of directional predictability: optimal stopping of skew Brownian motion

Cites Work

• Unnamed Item
• Continuous extensions of skew product diffusions
• On skew Brownian motion
• Excursion theory for rotation invariant Markov processes
• Excursions of a Markov process
• On stable processes with boundary conditions
• [https://portal.mardi4nfdi.de/wiki/Publication:3308821 It� excursion theory via resolvents]
• On construction of Markov processes

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