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Skew Brownian motion-type of extensions

✍ Scribed by Juha Vuolle-Apiala

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Walsh's Brownian Motion-Type of Extensio

✍ Juha Vuolle-Apiala 📂 Article 📅 2001 🏛 Springer US 🌐 English ⚖ 99 KB

Effective conductivity and skew Brownian

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

Arbitrage in skew Brownian motion models

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

“Skew-Brownian Motion” and Derived Proce

✍ Ouknine, Y. 📂 Article 📅 1991 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 635 KB

New Type of Brownian Motion

✍ M. Gitterman 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 223 KB

An extension of Seshadri's identities fo

✍ Raouf Ghomrasni; Svend Erik Graversen 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 98 KB

In this note we extend and clarify some identities in law for Brownian motion proved by Seshadri (Canad.