On some properties of reflected skew Brownian motions and applications to dispersion in heterogeneous media

DOI10.1016/j.physa.2016.02.041zbMath1400.60129OpenAlexW2291034247MaRDI QIDQ1619554

Shiyu Song, Suxin Wang, Yong Jin Wang

Publication date: 13 November 2018

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2016.02.041

zbMATH Keywords

simulationheterogeneous mediatransition densityfirst-passage timephysical reflected skew diffusionreflected skew Brownian motion

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35)

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