Skew Brownian diffusions across Koch interfaces

DOI10.1007/S11118-016-9588-4MaRDI QIDQ525069zbMATH OpenOpenAlexFDO

Authors R. Capitanelli, Mirko D'Ovidio

Publication date 28 April 2017

Published in Potential Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1412.7385, http://hdl.handle.net/11573/971114

zbMATH Keywords

boundary value problemsskew Brownian motionadditive functionalsfractalsDirichlet formMosco convergenceRevuz correspondence

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Fractals (28A80) Boundary value problems for second-order elliptic equations (35J25) Local time and additive functionals (60J55)

Abstract: We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces $partialOmeg{a}^n$ and moving on $overlineOmeg{a}^{n}cupSigm{a}^n=Omeg{a}_v^{n}arepsilon$. We study the asymptotic behaviour of the corresponding multiplicative additive functionals when thickness of $Sigm{a}^n$ and skewness coefficients vanish with different rates.

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Cited in

(4)

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• Diffusion approximation for a simple kinetic model with asymmetric interface

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