Author:
Fernholz E. Robert,Ichiba Tomoyuki,Karatzas Ioannis
Funder
National Science Foundation
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference41 articles.
1. Diffusion processes with singular characteristics;Anulova,1980
2. Occupation and local times for skew Brownian motion with application to dispersion across an interface;Appuhamillage;Ann. Appl. Probab.,2011
3. Atlas models of equity markets;Banner;Ann. Appl. Probab.,2005
4. One-dimensional stochastic differential equations with singular and degenerate coëfficients;Bass;Sankhyā,2005
5. Brownian motion reflected on Brownian motion;Burdzy;Probab. Theory Related Fields,2002
Cited by
17 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