Open AccessOn the multi-dimensional skew Brownian motion
Author(s) -
Rami Atar,
Amarjit Budhiraja
Publication year - 2015
Publication title -
carolina digital repository (university of north carolina at chapel hill)
Language(s) - English
DOI - 10.17615/da3n-r175
Subject(s) - skew , brownian motion , stochastic differential equation , uniqueness , geometric brownian motion , brownian excursion , mathematics , diffusion process , reflected brownian motion , mathematical analysis , statistical physics , classical mechanics , physics , computer science , statistics , knowledge management , innovation diffusion , astronomy
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