A trivariate law for certain processes related to perturbed brownian motions
Philippe Carmona, Frédérique Petit, Marc Yor (2004)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
Displaying similar documents to “Perturbed Skorohod equations and perturbed reflected diffusion processes”
A trivariate law for certain processes related to perturbed brownian motions
Reflection and coalescence between independent one-dimensional brownian paths
Florin Soucaliuc, Bálint Tóth, Wendelin Werner (2000)
Annales de l'I.H.P. Probabilités et statistiques
Similarity:
On the constructions of the skew Brownian motion.
Lejay, Antoine (2006)
Probability Surveys [electronic only]
Similarity:
On the joining of sticky brownian motion
Jonathan Warren (1999)
Séminaire de probabilités de Strasbourg
Similarity:
Book review: Handbook of Brownian Motion - Facts and Formulae. Second Edition by A.N. Borodin, P. Salminen
Piotr Nowak (2003)
Control and Cybernetics
Similarity:
The level sets of iterated brownian motion
Krzysztof Burdzy, Davar Khoshnevisan (1995)
Séminaire de probabilités de Strasbourg
Similarity:
Skorokhod imbedding via stochastic integrals
Richard F. Bass (1983)
Séminaire de probabilités de Strasbourg
Similarity:
Distributions of functionals of diffusions with jumps.
Borodin, A.N. (2005)
Zapiski Nauchnykh Seminarov POMI
Similarity: