Образец цитирования:
Y. Ouknine, “Le «Skew-Brownian Motion» et les processus qui en dérivent”, Теория вероятн. и ее примен., 35:1 (1990), 173–179; Theory Probab. Appl., 35:1 (1990), 163–169
\RBibitem{Ouk90}
\by Y.~Ouknine
\paper Le <<Skew-Brownian Motion>> et les processus qui en d\'erivent
\jour Теория вероятн. и ее примен.
\yr 1990
\vol 35
\issue 1
\pages 173--179
\mathnet{http://mi.mathnet.ru/tvp922}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1050069}
\zmath{https://zbmath.org/?q=an:0724.60087|0696.60080}
\transl
\jour Theory Probab. Appl.
\yr 1990
\vol 35
\issue 1
\pages 163--169
\crossref{https://doi.org/10.1137/1135018}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1990FE80900018}
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/tvp922
https://www.mathnet.ru/rus/tvp/v35/i1/p173
Эта публикация цитируется в следующих 29 статьяx:
Sultan Hussain, Hifsa Arif, Muhammad Noorullah, Athanasios A. Pantelous, “Pricing American Options under Azzalini Ito-McKean Skew Brownian Motions”, Applied Mathematics and Computation, 451 (2023), 128040
Rabi Bhattacharya, Edward Waymire, Graduate Texts in Mathematics, 299, Continuous Parameter Markov Processes and Stochastic Differential Equations, 2023, 445
Sultan Hussain, Nasir Rehman, Faryal Fatima, Muhammad Saleem, “Study of European style options under Itô-McKean Brownian motion with Azzalini skew-normal distribution”, Filomat, 36:17 (2022), 5843
Fulgence Eyi Obiang, Octave Moutsinga, Youssef Ouknine, “An Ideal Class to Construct Solutions for Skew Brownian Motion Equations”, J Theor Probab, 35:2 (2022), 894
Johanna Garzón, Jaime San Martín, Soledad Torres, “A CLT for a class of stochastic integrals
with application in statistics”, ALEA, 18:1 (2021), 1085
Mohamed Bourza, Mohsine Benabdallah, “A note on the Euler–Maruyama scheme for 1-dimensional stochastic differential equations involving the local time of the unknown process”, Journal of Interdisciplinary Mathematics, 24:8 (2021), 2215
Fulgence Eyi Obiang, “Resolution of the skew Brownian motion equations with stochastic calculus for signed measures”, Stochastic Analysis and Applications, 39:5 (2021), 775
Mohamed Bourza, Mohsine Benabdallah, “Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process”, Stochastic Models, 36:3 (2020), 452
Larbi Alili, Andrew Aylwin, “On the semi-group of a scaled skew Bessel process”, Statistics & Probability Letters, 145 (2019), 96
Benabdallah M., Bourza N., 2018 International Conference on Electronics, Control, Optimization and Computer Science (Icecocs), IEEE, 2018
Mohsine Benabdallah, Mohamed Bourza, 2018 International Conference on Electronics, Control, Optimization and Computer Science (ICECOCS), 2018, 1
Flandoli F. Issoglio E. Russo F., “Multidimensional stochastic differential equations with distributional drift”, Trans. Am. Math. Soc., 369:3 (2017), 1665–1688
Alvarez Luis H. R. E. Salminen P., “Timing in the Presence of Directional Predictability: Optimal Stopping of Skew Brownian Motion”, Math. Method Oper. Res., 86:2 (2017), 377–400
XIAOYANG ZHUO, OLIVIER MENOUKEU-PAMEN, “EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT”, Int. J. Theor. Appl. Finan., 20:04 (2017), 1750028
David Dereudre, Sara Mazzonetto, Sylvie Roelly, “Exact Simulation of Brownian Diffusions with Drift Admitting Jumps”, SIAM J. Sci. Comput., 39:3 (2017), A711
Karatzas I. Ruf J., “Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions”, Ann. Inst. Henri Poincare-Probab. Stat., 52:2 (2016), 915–938
Mohsine Benabdallah, Youssfi Elkettani, Kamal Hiderah, “Approximation of Euler–Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process”, Monte Carlo Methods and Applications, 22:4 (2016), 307
Jorge M. Ramirez, Enirque A. Thomann, Edward C. Waymire, The Fascination of Probability, Statistics and their Applications, 2016, 191
Appuhamillage T.A. Bokil V.A. Thomann E.A. Waymire E.C. Wood B.D., “Skew Disperson and Continuity of Local Time”, J. Stat. Phys., 156:2 (2014), 384–394
Ramirez J.M. Thomann E.A. Waymire E.C., “Advection-Dispersion Across Interfaces”, Stat. Sci., 28:4, SI (2013), 487–509