Multi-skewed Brownian motion and diffusion in layered media

DOI10.1090/S0002-9939-2011-10766-4zbMath1231.60084OpenAlexW1963892533MaRDI QIDQ3093459

Jorge M. Ramirez

Publication date: 17 October 2011

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9939-2011-10766-4

zbMATH Keywords

diffusionlayered mediainfinitesimal generatorskew Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Sample path properties (60G17)

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Cites Work

• Occupation and local times for skew Brownian motion with applications to dispersion across an interface
• On the constructions of the skew Brownian motion
• On skew Brownian motion
• Introduction to the theory of (non-symmetric) Dirichlet forms
• Three-dimensional modeling of mass transfer in porous media using the mixed hybrid finite elements and the random-walk methods
• Effective conductivity and skew Brownian motion.
• A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients
• Brownian motions on a half line
• “Skew-Brownian Motion” and Derived Processes
• A Generalized Taylor–Aris Formula and Skew Diffusion
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