Sticky Brownian motion as the strong limit of a sequence of random walks-Reference-Cited by-同舟云学术

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Sticky Brownian motion as the strong limit of a sequence of random walks

Published:1991-12 Issue:2 Volume:39 Page:221-237
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Amir Madjid

Publisher

Elsevier BV

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference7 articles.

1. A law of the iterated logarithm and local variations at zero of the sticky Brownian motion;Amir;Statist. Probab. Lett.,1992

2. Generalized arc length for Brownian motion and Levy processes;Chacon;Z. Wahrsch. Verw. Gebiete,1981

3. Brownian Motion and Diffusion;Freedman,1971

4. Sticky Brownian motion as the limit of storage processes;Harrison;J. Appl. Probab.,1981

5. Diffusion Processes and their Sample Paths;Ito,1974

Cited by 35 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

1. KPZ equation limit of sticky Brownian motion;Journal of Functional Analysis;2024-11

2. Skew Ornstein–Uhlenbeck processes with sticky reflection and their applications to bond pricing;Journal of Applied Probability;2024-03-06

3. The sticky Lévy process as a solution to a time change equation;Journal of Mathematical Analysis and Applications;2024-02

4. Boundary approximation for sticky jump-reflected processes on the half-line;Electronic Journal of Probability;2024-01-01

5. General diffusion processes as limit of time-space Markov chains;The Annals of Applied Probability;2023-10-01

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