scientific article; zbMATH DE number 26228

MaRDI QIDQ3984451zbMATH OpenFDO

Authors Michèle Mastrangelo, M. Talbi

Publication date 27 June 1992

zbMATH Keywords

stochastic differential equationstochastic methodscontinuity propertiespartial differential equations of parabolic type

Mathematics Subject Classification ID

Random operators and equations (aspects of stochastic analysis) (60H25)

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• On dynamical systems perturbed by a null-recurrent motion: the general case
• A probabilistic interpretation of the transmission conditions using the skew Brownian motion
• Pointwise weak existence of distorted skew Brownian motion with respect to discontinuous Muckenhoupt weights
• Multi-skewed Brownian motion and diffusion in layered media
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