“Skew-Brownian Motion” and Derived Processes

DOI10.1137/1135018zbMath0724.60087OpenAlexW2088463379MaRDI QIDQ3212090

Youssef Ouknine

Publication date: 1990

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1135018

zbMATH Keywords

stochastic differential equationBrownian motiontransition densitylocal timesemimartingalesingular processes

Mathematics Subject Classification ID

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

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