scientific article

zbMath0977.60074arXivmath/9911136MaRDI QIDQ2725608

Avishai Mandelbaum, Martin T. Barlow, Haya Kaspi, Krzysztof Burdzy

Publication date: 17 January 2002

Full work available at URL: https://arxiv.org/abs/math/9911136

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

zbMATH Keywords

perturbed Brownian motionalmost sure coalescencevariably skewed Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65)

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Local time flow related to skew Brownian motion. ⋮ Parameter estimation for the skew Ornstein-Uhlenbeck processes based on discrete observations ⋮ Distance between two skew Brownian motions as a S.D.E. With jumps and law of the hitting time ⋮ Stochastic flows and an interface SDE on metric graphs ⋮ Occupation and local times for skew Brownian motion with applications to dispersion across an interface ⋮ Diffusions on a space of interval partitions: the two-parameter model ⋮ Bouncing skew Brownian motions ⋮ Lenses in skew Brownian flow

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