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Publication:2722158
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DOI10.1023/A:1010388321016zbMath0971.60072MaRDI QIDQ2722158

M. I. Portenko

Publication date: 11 July 2001

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Skorokhod equationsemipermeable membranemultidimensional Wiener process


Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Diffusion processes and stochastic analysis on manifolds (58J65) Local time and additive functionals (60J55)


Related Items (5)

On first hitting times for skew CIR processes ⋮ On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media ⋮ Multi-skewed Brownian motion and diffusion in layered media ⋮ Skew CIR process, conditional characteristic function, moments and bond pricing ⋮ First hitting times for doubly skewed Ornstein-Uhlenbeck processes







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