Stochastic differential equations for sticky Brownian motion. Engelbert, H. & Peskir, G. Stochastics, 86(6):993–1021, 2014.
Stochastic differential equations for sticky Brownian motion [link]Paper  doi  bibtex   
@article{MR3271518,
	Author = {Engelbert, Hans-J{\"u}rgen and Peskir, Goran},
	Date-Added = {2016-01-20 18:25:13 +0000},
	Date-Modified = {2016-01-20 18:25:13 +0000},
	Doi = {10.1080/17442508.2014.899600},
	Fjournal = {Stochastics. An International Journal of Probability and Stochastic Processes},
	Issn = {1744-2508},
	Journal = {Stochastics},
	Mrclass = {60H10 (60H20 60J50 60J55 60J60 60J65)},
	Mrnumber = {3271518},
	Mrreviewer = {Chang-Song Deng},
	Number = {6},
	Pages = {993--1021},
	Title = {Stochastic differential equations for sticky {B}rownian motion},
	Url = {http://dx.doi.org/10.1080/17442508.2014.899600},
	Volume = {86},
	Year = {2014},
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