English

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 Ωn\partial \Omega^n and moving on ΩnΣn=Ωεn\overline{\Omega^n} \cup \Sigma^n= \Omega^n_\varepsilon. We study the asymptotic behaviour of the corresponding multiplicative additive functionals when thickness of Σn\Sigma^n 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)

R2 v1 2026-06-22T07:42:21.438Z