Variably skewed Brownian motion.
Barlow, Martin; Burdzy, Krzysztof; Kaspi, Haya; Mandelbaum, Avi
Electronic Communications in Probability [electronic only] (2000)
- Volume: 5, page 57-66
- ISSN: 1083-589X
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topBarlow, Martin, et al. "Variably skewed Brownian motion.." Electronic Communications in Probability [electronic only] 5 (2000): 57-66. <http://eudml.org/doc/120650>.
@article{Barlow2000,
author = {Barlow, Martin, Burdzy, Krzysztof, Kaspi, Haya, Mandelbaum, Avi},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {skew Brownian motion; Brownian motion; stochastic differential equation; local time},
language = {eng},
pages = {57-66},
publisher = {University of Washington},
title = {Variably skewed Brownian motion.},
url = {http://eudml.org/doc/120650},
volume = {5},
year = {2000},
}
TY - JOUR
AU - Barlow, Martin
AU - Burdzy, Krzysztof
AU - Kaspi, Haya
AU - Mandelbaum, Avi
TI - Variably skewed Brownian motion.
JO - Electronic Communications in Probability [electronic only]
PY - 2000
PB - University of Washington
VL - 5
SP - 57
EP - 66
LA - eng
KW - skew Brownian motion; Brownian motion; stochastic differential equation; local time
UR - http://eudml.org/doc/120650
ER -
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