On a multidimensional Brownian motion with a membrane located on a given hyperplane

DOI10.1016/J.SPA.2023.03.011MaRDI QIDQ6044258zbMATH OpenOpenAlexFDO

Authors B. I. Kopytko, M.Ī. Portenko

Publication date 17 May 2023

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2023.03.011

zbMATH Keywords

Brownian motionFeynman-Kac formulalocal timepartly permeable membranesingle layer potential

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65)

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Cites work

• Brownian motion in a Euclidean space with a membrane located on a given hyperplane
• scientific article; zbMATH DE number 4064207 (Why is no real title available?)
• scientific article; zbMATH DE number 50233 (Why is no real title available?)
• scientific article; zbMATH DE number 3215020 (Why is no real title available?)
• scientific article; zbMATH DE number 3233089 (Why is no real title available?)
• On a multidimensional Brownian motion with a membrane located on a hyperplane and acting in an oblique direction
• One class of multidimensional stochastic differential equations not having the property of weak uniqueness of a solution
• Selected works. Edited by Andrey A. Dorogovtsev, Alexey Kulik, Andrey Pilipenko, Mykola I. Portenko and Albert N. Shiryaev

Cited in

(10)

• On a Brownian motion with a hard membrane
• On Brownian motion on the plane with membranes on rays with a common endpoint
• scientific article; zbMATH DE number 4124759 (Why is no real title available?)
• scientific article; zbMATH DE number 1323344 (Why is no real title available?)
• On a multidimentional Brownian motion with partly reflecting membrane on a hyperplane
• scientific article; zbMATH DE number 2169732 (Why is no real title available?)
• Brownian motion in a Euclidean space with a membrane located on a given hyperplane
• On a multidimensional Brownian motion with a membrane located on a hyperplane and acting in an oblique direction
• Limit behaviour of random walks on ℤ^mwith two-sided membrane
• Two-dimensional Brownian motion with dependent components: turning angle analysis

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