scientific article; zbMATH DE number 1405938

zbMath0953.60069MaRDI QIDQ4938935

Shinzo Watanabe

Publication date: 29 January 2001

Full work available at URL: http://www.numdam.org/item?id=SPS_1999__33__277_0

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

zbMATH Keywords

Brownian motiondiffusion processspider martingalecosy filtration

Mathematics Subject Classification ID

Brownian motion (60J65) Martingales with continuous parameter (60G44) Diffusion processes (60J60)

Related Items (4)

Hitting time problems of sticky Brownian motion and their applications in optimal stopping and bond pricing ⋮ Stochastic integral equations for Walsh semimartingales ⋮ Markov processes with spatial delay: Path space characterization, occupation time and properties ⋮ Stationary distributions and convergence for Walsh diffusions

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