scientific article; zbMATH DE number 7662454

MaRDI QIDQ5881791zbMATH OpenFDO

Authors Pierre Etoré, Miguel Martinez

Publication date 13 March 2023

Full work available at URL https://arxiv.org/abs/2004.02440, https://alea.impa.br/articles/v20/20-11.pdf

zbMATH Keywords

Dirichlet formsprobabilistic interpretation of divergence form operatorsskew diffusionstransmission problems

Mathematics Subject Classification ID

Singular parabolic equations (35K67) General second-order stochastic processes (60G12)

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• Weak convergence of diffusions corresponding to divergence form operators

Cited in

(3)

• A transformed stochastic Euler scheme for multidimensional transmission PDE
• A probabilistic interpretation of the transmission conditions using the skew Brownian motion
• Stochastic processes associated to multidimensional parabolic transmission problems in divergence form

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