The analysis and property of two classes of skew Markov processes

DOI10.1360/N012018-00057zbMath1499.60274MaRDI QIDQ5064079

Guangli Xu, Shiyu Song, Yong Jin Wang

Publication date: 21 March 2022

Published in: SCIENTIA SINICA Mathematica (Search for Journal in Brave)

zbMATH Keywords

option pricingskew Brownian motionskew branching processskew OU process

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Local time and additive functionals (60J55)

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