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Skew-Normal Diffusions - MaRDI portal

Skew-Normal Diffusions

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Publication:6508513

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arXiv2301.09225MaRDI QIDQ6508513

Max-Olivier Hongler, Daniele Rinaldo

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Diffusion processes (60J60) Martingales and classical analysis (60G46) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Fokker-Planck equations (35Q84)

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