Asymmetric skew Bessel processes and their applications to finance

Diffusion Processes and Their Sample Paths.

PALE, Kiyosi Itô, H. P. McKean · Journal of the American Statistical Association · 1996 · 1.7K citations

Engineering, Mathematics, Financial Economics +16

On Skew Brownian Motion

J. Michael Harrison, L. A. Shepp · The Annals of Probability · 1981 · 323 citations · Full text

Engineering, Mathematics, Dynamical Systems +10

A survey and some generalizations of Bessel processes

Anja Göing-Jaeschke, Marc Yor · Bernoulli · 2003 · 321 citations

Engineering, Finance, Mathematics +15

On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations

Shintaro Nakao · Osaka City University (Osaka City University) · 1972 · 131 citations · Full text

Engineering, Mathematics, Differential Equations +13

Diffusion Models for Population Dynamics Incorporating Individual Behavior at Boundaries: Applications to Refuge Design

Robert Stephen Cantrell, Chris Cosner · Theoretical Population Biology · 1999 · 114 citations · Full text

Life Sciences, Ecology, Metapopulation Dynamics +13