On the constructions of the skew Brownian motion
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Publication:980760
DOI10.1214/154957807000000013zbMATH Open1189.60145arXivmath/0701219OpenAlexW3099630887MaRDI QIDQ980760
Author name not available (Why is that?)
Publication date: 29 June 2010
Published in: (Search for Journal in Brave)
Abstract: This article summarizes the various ways one may use to construct the Skew Brownian motion, and shows their connections. Recent applications of this process in modelling and numerical simulation motivates this survey. This article ends with a brief account of related results, extensions and applications of the Skew Brownian motion.
Full work available at URL: https://arxiv.org/abs/math/0701219
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