179 citations · 179 across the 2 of their papers we have counts for
2 papers
math.PR2007★ 179 cited
On the constructions of the skew Brownian motion
Antoine Lejay
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 numeri…
math.PR2004
Young integrals and SPDEs
Antoine Lejay, Massimiliano Gubinelli, Samy Tindel
In this note, we study the non-linear evolution problem , where is a -Hölder continuous function of the time parameter, with values in a dist…