FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2000991167> ?p ?o ?g. }

• W2000991167 abstract "We consider the stochastic equation $X(t) = W(t) + beta l^X_0(t)$, where $W$ is a standard Wiener process and $l^X_0(cdot)$ is the local time at zero of the unknown process $X$. There is a unique solution $X$ (and it is adapted to the fields of $W$) if $|beta| leq 1$, but no solutions exist if $|beta| > 1$. In the former case, setting $alpha = (beta + 1)/2$, the unique solution $X$ is distributed as a skew Brownian motion with parameter $alpha$. This is a diffusion obtained from standard Wiener process by independently altering the signs of the excursions away from zero, each excursion being positive with probability $alpha$ and negative with probability $1 - alpha$. Finally, we show that skew Brownian motion is the weak limit (as $n rightarrow infty$) of $n^{-1/2}S_{lbrack ntrbrack}$, where $S_n$ is a random walk with exceptional behavior at the origin." @default.
• W2000991167 created "2016-06-24" @default.
• W2000991167 creator A5031821299 @default.
• W2000991167 creator A5060515918 @default.
• W2000991167 date "1981-04-01" @default.
• W2000991167 modified "2023-10-13" @default.
• W2000991167 title "On Skew Brownian Motion" @default.
• W2000991167 cites W1488403785 @default.
• W2000991167 cites W1522500749 @default.
• W2000991167 cites W1998107368 @default.
• W2000991167 cites W2074701161 @default.
• W2000991167 cites W2082131924 @default.
• W2000991167 cites W2802739963 @default.
• W2000991167 doi "https://doi.org/10.1214/aop/1176994472" @default.
• W2000991167 hasPublicationYear "1981" @default.
• W2000991167 type Work @default.
• W2000991167 sameAs 2000991167 @default.
• W2000991167 citedByCount "282" @default.
• W2000991167 countsByYear W20009911672012 @default.
• W2000991167 countsByYear W20009911672013 @default.
• W2000991167 countsByYear W20009911672014 @default.
• W2000991167 countsByYear W20009911672015 @default.
• W2000991167 countsByYear W20009911672016 @default.
• W2000991167 countsByYear W20009911672017 @default.
• W2000991167 countsByYear W20009911672018 @default.
• W2000991167 countsByYear W20009911672019 @default.
• W2000991167 countsByYear W20009911672020 @default.
• W2000991167 countsByYear W20009911672021 @default.
• W2000991167 countsByYear W20009911672022 @default.
• W2000991167 countsByYear W20009911672023 @default.
• W2000991167 crossrefType "journal-article" @default.
• W2000991167 hasAuthorship W2000991167A5031821299 @default.
• W2000991167 hasAuthorship W2000991167A5060515918 @default.
• W2000991167 hasBestOaLocation W20009911671 @default.
• W2000991167 hasConcept C101615488 @default.
• W2000991167 hasConcept C105795698 @default.
• W2000991167 hasConcept C112401455 @default.
• W2000991167 hasConcept C114614502 @default.
• W2000991167 hasConcept C116779161 @default.
• W2000991167 hasConcept C118615104 @default.
• W2000991167 hasConcept C121194460 @default.
• W2000991167 hasConcept C121332964 @default.
• W2000991167 hasConcept C1276947 @default.
• W2000991167 hasConcept C134306372 @default.
• W2000991167 hasConcept C138885662 @default.
• W2000991167 hasConcept C151201525 @default.
• W2000991167 hasConcept C17744445 @default.
• W2000991167 hasConcept C193290586 @default.
• W2000991167 hasConcept C199539241 @default.
• W2000991167 hasConcept C2780550144 @default.
• W2000991167 hasConcept C2780813799 @default.
• W2000991167 hasConcept C3017618536 @default.
• W2000991167 hasConcept C33923547 @default.
• W2000991167 hasConcept C41008148 @default.
• W2000991167 hasConcept C41895202 @default.
• W2000991167 hasConcept C43711488 @default.
• W2000991167 hasConcept C53920899 @default.
• W2000991167 hasConcept C56739046 @default.
• W2000991167 hasConcept C60391097 @default.
• W2000991167 hasConcept C68710425 @default.
• W2000991167 hasConcept C8272713 @default.
• W2000991167 hasConceptScore W2000991167C101615488 @default.
• W2000991167 hasConceptScore W2000991167C105795698 @default.
• W2000991167 hasConceptScore W2000991167C112401455 @default.
• W2000991167 hasConceptScore W2000991167C114614502 @default.
• W2000991167 hasConceptScore W2000991167C116779161 @default.
• W2000991167 hasConceptScore W2000991167C118615104 @default.
• W2000991167 hasConceptScore W2000991167C121194460 @default.
• W2000991167 hasConceptScore W2000991167C121332964 @default.
• W2000991167 hasConceptScore W2000991167C1276947 @default.
• W2000991167 hasConceptScore W2000991167C134306372 @default.
• W2000991167 hasConceptScore W2000991167C138885662 @default.
• W2000991167 hasConceptScore W2000991167C151201525 @default.
• W2000991167 hasConceptScore W2000991167C17744445 @default.
• W2000991167 hasConceptScore W2000991167C193290586 @default.
• W2000991167 hasConceptScore W2000991167C199539241 @default.
• W2000991167 hasConceptScore W2000991167C2780550144 @default.
• W2000991167 hasConceptScore W2000991167C2780813799 @default.
• W2000991167 hasConceptScore W2000991167C3017618536 @default.
• W2000991167 hasConceptScore W2000991167C33923547 @default.
• W2000991167 hasConceptScore W2000991167C41008148 @default.
• W2000991167 hasConceptScore W2000991167C41895202 @default.
• W2000991167 hasConceptScore W2000991167C43711488 @default.
• W2000991167 hasConceptScore W2000991167C53920899 @default.
• W2000991167 hasConceptScore W2000991167C56739046 @default.
• W2000991167 hasConceptScore W2000991167C60391097 @default.
• W2000991167 hasConceptScore W2000991167C68710425 @default.
• W2000991167 hasConceptScore W2000991167C8272713 @default.
• W2000991167 hasIssue "2" @default.
• W2000991167 hasLocation W20009911671 @default.
• W2000991167 hasOpenAccess W2000991167 @default.
• W2000991167 hasPrimaryLocation W20009911671 @default.
• W2000991167 hasRelatedWork W1608650276 @default.
• W2000991167 hasRelatedWork W2000991167 @default.
• W2000991167 hasRelatedWork W2013294713 @default.
• W2000991167 hasRelatedWork W2017349321 @default.
• W2000991167 hasRelatedWork W2027719923 @default.
• W2000991167 hasRelatedWork W2141450254 @default.
• W2000991167 hasRelatedWork W24512146 @default.
• W2000991167 hasRelatedWork W2906677951 @default.

• next