“Skew-Brownian Motion” and Derived Processes
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Publication:3212090
DOI10.1137/1135018zbMath0724.60087OpenAlexW2088463379MaRDI QIDQ3212090
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
stochastic differential equationBrownian motiontransition densitylocal timesemimartingalesingular processes
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Local time and additive functionals (60J55)
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