pith. sign in

arxiv: 1412.7385 · v2 · pith:RN5IGM4Lnew · submitted 2014-12-23 · 🧮 math.PR · math.AP

Skew Brownian diffusions across Koch interfaces

classification 🧮 math.PR math.AP
keywords omegaacrossbrownianinterfaceskochsigmaskewadditive
0
0 comments X
read the original abstract

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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.