Diffusion processes in a composite environment

DOI10.1090/TPMS/1014MaRDI QIDQ5351669zbMATH OpenOpenAlexFDO

Authors S. Ya. Makhno

Publication date 30 August 2017

Published in Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/tpms/1014

zbMATH Keywords

composite environmentdiffusion processeslocal timestochastic equationweak convergence

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55) Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

• Diffusion processes in media with membranes.
• scientific article; zbMATH DE number 3878098 (Why is no real title available?)
• scientific article; zbMATH DE number 3204910 (Why is no real title available?)
• scientific article; zbMATH DE number 3050250 (Why is no real title available?)

Cited in

(3)

• Diffusion through a composite structure with a high contrasting diffusivity
• On weak convergence of stochastic differential equations with irregular coefficients
• Homogenization of a multivariate diffusion with semipermeable interfaces

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