Skew Brownian diffusions across Koch interfaces
Probability
2016-10-03 v2 Analysis of PDEs
Abstract
We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces and moving on . We study the asymptotic behaviour of the corresponding multiplicative additive functionals when thickness of and skewness coefficients vanish with different rates.
Keywords
Cite
@article{arxiv.1412.7385,
title = {Skew Brownian diffusions across Koch interfaces},
author = {Raffaela Capitanelli and Mirko D'Ovidio},
journal= {arXiv preprint arXiv:1412.7385},
year = {2016}
}
Comments
in Potential Analysis (2016)