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Construction and analysis of a sticky reflected distorted Brownian motion - MaRDI portal

Construction and analysis of a sticky reflected distorted Brownian motion (Q297452)

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scientific article; zbMATH DE number 6598348
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English
Construction and analysis of a sticky reflected distorted Brownian motion
scientific article; zbMATH DE number 6598348

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    Construction and analysis of a sticky reflected distorted Brownian motion (English)
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    27 June 2016
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    interacting sticky reflected distorted Brownian motion
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    stochastic differential equation
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    Skorokhod decomposition
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    Wentzell boundary condition
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    interface models
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