On the distribution of maxima of a skew Brownian motion and a skew random walk on some random time intervals

DOI10.1070/RM2013V068N06ABEH004871zbMath1295.60090OpenAlexW1995340975MaRDI QIDQ5410962

Ya. A. Lyul'ko

Publication date: 17 April 2014

Published in: Russian Mathematical Surveys (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1070/rm2013v068n06abeh004871

zbMATH Keywords

skew Brownian motionskew random walkmaxima on random time intervals

Mathematics Subject Classification ID

Brownian motion (60J65) Diffusion processes (60J60)

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