Pages that link to "Item:Q2018564"

The following pages link to On the multi-dimensional skew Brownian motion (Q2018564):

Displaying 16 items.

• An explicit representation of the transition densities of the skew Brownian motion with drift and two semipermeable barriers (Q254492) (← links)
• On the existence of a time inhomogeneous skew Brownian motion and some related laws (Q428629) (← links)
• Skew Brownian diffusions across Koch interfaces (Q525069) (← links)
• Bouncing skew Brownian motions (Q1745270) (← links)
• On transition density functions of skew Brownian motions with two-valued drift (Q2105383) (← links)
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
• Heat kernel estimates on spaces with varying dimension (Q2169408) (← links)
• On skew sticky Brownian motion (Q2244524) (← links)
• “Skew-Brownian Motion” and Derived Processes (Q3212090) (← links)
• (Q3595906) (← links)
• Skew-Product Decomposition of Planar Brownian Motion and Complementability (Q4568495) (← links)
• On the stochastic regularity of distorted Brownian motions (Q5369015) (← links)
• DENSITY OF SKEW BROWNIAN MOTION AND ITS FUNCTIONALS WITH APPLICATION IN FINANCE (Q5371137) (← links)
• Continuous-time Random Walks for the Numerical Solution of Stochastic Differential Equations (Q5383902) (← links)
• Forecasting portfolio returns with skew-geometric Brownian motions (Q6580728) (← links)
• Skew Ornstein-Uhlenbeck processes with sticky reflection and their applications to bond pricing (Q6639523) (← links)