Matches in SemOpenAlex for { <https://semopenalex.org/work/W2252462999> ?p ?o ?g. }
Showing items 1 to 91 of
91
with 100 items per page.
- W2252462999 abstract "The Skorokhod reflection of a continuous semimartingale is unfolded, in a possibly skewed manner, into another continuous semimartingale on an enlarged probability space according to the excursion-theoretic methodology of [14]. This is done in terms of a skew version of the Tanaka equation, whose properties are studied in some detail. The result is used to construct a system of two diffusive particles with rank-based characteristics and skew-elastic collisions. Unfoldings of conventional reflections are also discussed, as are examples involving skew Brownian Motions and skew Bessel processes." @default.
- W2252462999 created "2016-06-24" @default.
- W2252462999 creator A5029271948 @default.
- W2252462999 creator A5060473555 @default.
- W2252462999 date "2014-01-01" @default.
- W2252462999 modified "2023-09-24" @default.
- W2252462999 title "Skew-Unfolding the Skorokhod Reflection of a Continuous Semimartingale" @default.
- W2252462999 cites W143252309 @default.
- W2252462999 cites W1545370368 @default.
- W2252462999 cites W1679860359 @default.
- W2252462999 cites W1965349099 @default.
- W2252462999 cites W2000991167 @default.
- W2252462999 cites W2046595289 @default.
- W2252462999 cites W2049295300 @default.
- W2252462999 cites W2076709526 @default.
- W2252462999 cites W2111587503 @default.
- W2252462999 cites W3098835792 @default.
- W2252462999 cites W3101395615 @default.
- W2252462999 cites W49232310 @default.
- W2252462999 doi "https://doi.org/10.1007/978-3-319-11292-3_13" @default.
- W2252462999 hasPublicationYear "2014" @default.
- W2252462999 type Work @default.
- W2252462999 sameAs 2252462999 @default.
- W2252462999 citedByCount "2" @default.
- W2252462999 countsByYear W22524629992018 @default.
- W2252462999 countsByYear W22524629992022 @default.
- W2252462999 crossrefType "book-chapter" @default.
- W2252462999 hasAuthorship W2252462999A5029271948 @default.
- W2252462999 hasAuthorship W2252462999A5060473555 @default.
- W2252462999 hasBestOaLocation W22524629992 @default.
- W2252462999 hasConcept C105795698 @default.
- W2252462999 hasConcept C107706756 @default.
- W2252462999 hasConcept C112401455 @default.
- W2252462999 hasConcept C114614502 @default.
- W2252462999 hasConcept C134306372 @default.
- W2252462999 hasConcept C162324750 @default.
- W2252462999 hasConcept C164226766 @default.
- W2252462999 hasConcept C199360897 @default.
- W2252462999 hasConcept C2780550144 @default.
- W2252462999 hasConcept C33923547 @default.
- W2252462999 hasConcept C39943821 @default.
- W2252462999 hasConcept C41008148 @default.
- W2252462999 hasConcept C43711488 @default.
- W2252462999 hasConcept C50522688 @default.
- W2252462999 hasConcept C65682993 @default.
- W2252462999 hasConcept C76155785 @default.
- W2252462999 hasConceptScore W2252462999C105795698 @default.
- W2252462999 hasConceptScore W2252462999C107706756 @default.
- W2252462999 hasConceptScore W2252462999C112401455 @default.
- W2252462999 hasConceptScore W2252462999C114614502 @default.
- W2252462999 hasConceptScore W2252462999C134306372 @default.
- W2252462999 hasConceptScore W2252462999C162324750 @default.
- W2252462999 hasConceptScore W2252462999C164226766 @default.
- W2252462999 hasConceptScore W2252462999C199360897 @default.
- W2252462999 hasConceptScore W2252462999C2780550144 @default.
- W2252462999 hasConceptScore W2252462999C33923547 @default.
- W2252462999 hasConceptScore W2252462999C39943821 @default.
- W2252462999 hasConceptScore W2252462999C41008148 @default.
- W2252462999 hasConceptScore W2252462999C43711488 @default.
- W2252462999 hasConceptScore W2252462999C50522688 @default.
- W2252462999 hasConceptScore W2252462999C65682993 @default.
- W2252462999 hasConceptScore W2252462999C76155785 @default.
- W2252462999 hasLocation W22524629991 @default.
- W2252462999 hasLocation W22524629992 @default.
- W2252462999 hasLocation W22524629993 @default.
- W2252462999 hasOpenAccess W2252462999 @default.
- W2252462999 hasPrimaryLocation W22524629991 @default.
- W2252462999 hasRelatedWork W142853708 @default.
- W2252462999 hasRelatedWork W1517033431 @default.
- W2252462999 hasRelatedWork W1580561995 @default.
- W2252462999 hasRelatedWork W1601131589 @default.
- W2252462999 hasRelatedWork W1659742961 @default.
- W2252462999 hasRelatedWork W2087253339 @default.
- W2252462999 hasRelatedWork W2167347292 @default.
- W2252462999 hasRelatedWork W2185128544 @default.
- W2252462999 hasRelatedWork W2328044124 @default.
- W2252462999 hasRelatedWork W2513379286 @default.
- W2252462999 hasRelatedWork W2561643632 @default.
- W2252462999 hasRelatedWork W2591904016 @default.
- W2252462999 hasRelatedWork W2798680742 @default.
- W2252462999 hasRelatedWork W2950432181 @default.
- W2252462999 hasRelatedWork W2962878338 @default.
- W2252462999 hasRelatedWork W2962948805 @default.
- W2252462999 hasRelatedWork W2963644688 @default.
- W2252462999 hasRelatedWork W3098270206 @default.
- W2252462999 hasRelatedWork W3102034005 @default.
- W2252462999 hasRelatedWork W3104197251 @default.
- W2252462999 isParatext "false" @default.
- W2252462999 isRetracted "false" @default.
- W2252462999 magId "2252462999" @default.
- W2252462999 workType "book-chapter" @default.