Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference5 articles.
1. Occupation and local times for Skew Brownian motion with applications to dispersion across an interface;Appuhamillage;Ann. Appl. Probab.,2011
2. Skew Brownian motion with dry friction: Pugachev-Sveshnikov approach;Berezin;Mater. Phys. Mech.,2019
3. Density of skew Brownian motion and its functionals with application in finance;Gairat;Math. Finance,2017
4. Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control;Karatzas;Ann. Appl. Probab.,1984
5. On the constructions of the Skew Brownian motion;Lejay;Probab. Surv.,2006
Cited by
1 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献