On the constructions of the skew Brownian motion

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dc.creatorLejay, Antoine
dc.date2007-01-08
dc.date.accessioned2026-07-07T07:39:09Z
dc.date.available2026-07-07T07:39:09Z
dc.descriptionThis 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.
dc.descriptionPublished at http://dx.doi.org/10.1214/154957807000000013 in the Probability Surveys (http://www.i-journals.org/ps/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0701219
dc.identifierhttp://arxiv.org/abs/math/0701219
dc.identifierProbability Surveys 2006, Vol. 3, No. 0, 413-466
dc.identifierdoi:10.1214/154957807000000013
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/121344
dc.subjectProbability
dc.subject60J60 (Primary) 60H10, 60J55 (Secondary)
dc.titleOn the constructions of the skew Brownian motion
dc.typetext

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