“Skew-Brownian Motion” and Derived Processes
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/1135018
Reference7 articles.
1. On Skew Brownian Motion
2. On Necessary and Sufficient Conditions for Convergence of Solutions to One-Dimensional Stochastic Diffusion Equations with a Nonregular Dependence of the Coefficients on a Parameter
3. G. L. Kulinich, Limit behavior of solutions of stochastic diffusion equations when the convergence of coefficients is non-reqular, Lecture Notes in Math., Vol. 1021, Springer-Verlag, New York, Berlin, 1982, 352–3540529.60057
4. Diffusion Processes with Generalized Drift Coefficients
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