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Homogénéisation pour des processus associés à des frontières perméables

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Publication:800051
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zbMath0549.60070MaRDI QIDQ800051

Sophie Weinryb

Publication date: 1984

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPB_1984__20_4_373_0


zbMATH Keywords

martingale problemprocesses with penetrable boundaries


Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Martingales and classical analysis (60G46)


Related Items (5)

A simple trinomial lattice approach for the skew-extended CIR models ⋮ On some functional inequalities for skew Brownian motion ⋮ Skew Brownian diffusions across Koch interfaces ⋮ Pathwise uniqueness of the squared Bessel and CIR processes with skew reflection on a deterministic time dependent curve ⋮ About the infinite dimensional skew and obliquely reflected Ornstein–Uhlenbeck process




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