✦ LIBER ✦

“Skew-Brownian Motion” and Derived Processes

✍ Scribed by Ouknine, Y.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Effective conductivity and skew Brownian

✍ Reinhard Lang 📂 Article 📅 1995 🏛 Springer 🌐 English ⚖ 686 KB

Skew Brownian motion-type of extensions

✍ Juha Vuolle-Apiala 📂 Article 📅 1996 🏛 Springer US 🌐 English ⚖ 287 KB

Arbitrage in skew Brownian motion models

✍ Damiano Rossello 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 330 KB

Noncolliding Brownian Motion and Determi

✍ Makoto Katori; Hideki Tanemura 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 881 KB

Brownian motion and quasi-Markov process

✍ T.W. Marshall 📂 Article 📅 1980 🏛 Elsevier Science 🌐 English ⚖ 382 KB

Excursions of Brownian motion and bessel

✍ R. K. Getoor; M. J. Sharpe 📂 Article 📅 1979 🏛 Springer 🌐 English ⚖ 1019 KB