Skew Brownian diffusions across Koch interfaces
classification
🧮 math.PR
math.AP
keywords
omegaacrossbrownianinterfaceskochsigmaskewadditive
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We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces $\partial \Omega^n$ and moving on $\overline{\Omega^n} \cup \Sigma^n= \Omega^n_\varepsilon$. We study the asymptotic behaviour of the corresponding multiplicative additive functionals when thickness of $\Sigma^n$ and skewness coefficients vanish with different rates.
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