On the time inhomogeneous skew Brownian motion-Reference-Cited by-同舟云学术

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On the time inhomogeneous skew Brownian motion

Published:2013-10 Issue:7 Volume:137 Page:835-850
ISSN:0007-4497
Container-title:Bulletin des Sciences Mathématiques
language:en
Short-container-title:Bulletin des Sciences Mathématiques

Author:

Bouhadou S.,Ouknine Y.

Publisher

Elsevier BV

Subject

General Mathematics

Reference20 articles.

1. En guise dʼintroduction;Azéma,1978

2. Construction of a martingale with given absolute value;Barlow;Ann. Probab.,1981

3. Variably skewed Brownian motion;Barlow;Electron. Comm. Probab.,2000

4. Temps locaux et balayage des semimartingales;El Karoui,1979

5. On the existence of a time inhomogeneous skew Brownian motion and some related laws;Étoré;Electron. J. Probab.,2012

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3. Modeling Volatility of Disaster-Affected Populations: A Non-Homogeneous Geometric-Skew Brownian Motion Approach;SSRN Electronic Journal;2023

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