{
  "id": "math/0701219",
  "version": "v1",
  "published": "2007-01-08T07:52:21.000Z",
  "updated": "2007-01-08T07:52:21.000Z",
  "title": "On the constructions of the skew Brownian motion",
  "authors": [
    "Antoine Lejay"
  ],
  "comment": "Published 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)",
  "journal": "Probability Surveys 2006, Vol. 3, No. 0, 413-466",
  "doi": "10.1214/154957807000000013",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-01-08T07:52:21.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J60",
      "60H10",
      "60J55"
    ],
    "keywords": [
      "skew brownian motion",
      "constructions",
      "brief account",
      "applications",
      "numerical simulation motivates"
    ],
    "tags": [
      "journal article"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007math......1219L"
    }
  }
}