77
Views
20
CrossRef citations to date
0
Altmetric
Original Articles

Skew brownian motion and a one dimensional stochastic differential equation

Pages 1-2 | Published online: 04 Apr 2007

References

  • Englebert , H. J. and Hess , J. 1981 . Stochastic integrals of continuous local martingales II . Mach. Nachr , 100 : 249 – 269 .
  • Harrison , J. M. and Shepp , L.A. 1981 . On skew Brownian motion . Ann. Prob , 9 : 309 – 313 .
  • Ikeda , N. and Watanabe , S. 1981 . Stochastic Differential Equations and Diffusion Processes , North-Holland : Amsterdam .
  • Nakao , S. 1972 . On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations . Osaka J. Math , 9 : 513 – 518 .
  • Walsh , J. B. 1978 . A diffusion with a discontinuous local time. In: Temps Locaux . Asterique , 52,53 : 37 – 46 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.