{"title":"关于歪斜布朗运动的构造","authors":"A. Lejay","doi":"10.1214/154957807000000013","DOIUrl":null,"url":null,"abstract":"This article summarizes the \nvarious ways one may use to construct \nthe Skew Brownian motion, and shows their connections. \nRecent applications of this process in modelling and numerical \nsimulation motivates this survey. \nThis article ends with a brief account of related results, \nextensions and applications of the Skew Brownian motion.","PeriodicalId":46216,"journal":{"name":"Probability Surveys","volume":"3 1","pages":"413-466"},"PeriodicalIF":1.3000,"publicationDate":"2007-01-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1214/154957807000000013","citationCount":"238","resultStr":"{\"title\":\"On the constructions of the skew Brownian motion\",\"authors\":\"A. Lejay\",\"doi\":\"10.1214/154957807000000013\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"This article summarizes the \\nvarious ways one may use to construct \\nthe Skew Brownian motion, and shows their connections. \\nRecent applications of this process in modelling and numerical \\nsimulation motivates this survey. \\nThis article ends with a brief account of related results, \\nextensions and applications of the Skew Brownian motion.\",\"PeriodicalId\":46216,\"journal\":{\"name\":\"Probability Surveys\",\"volume\":\"3 1\",\"pages\":\"413-466\"},\"PeriodicalIF\":1.3000,\"publicationDate\":\"2007-01-08\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"https://sci-hub-pdf.com/10.1214/154957807000000013\",\"citationCount\":\"238\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Probability Surveys\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1214/154957807000000013\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Probability Surveys","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1214/154957807000000013","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
This article summarizes the
various ways one may use to construct
the Skew Brownian motion, and shows their connections.
Recent applications of this process in modelling and numerical
simulation motivates this survey.
This article ends with a brief account of related results,
extensions and applications of the Skew Brownian motion.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
