On Brownian motion on the plane with membranes on rays with a common endpoint

DOI10.1515/ROSE.2009.010zbMath1224.60210arXiv0902.0067OpenAlexW2963729492MaRDI QIDQ3077693

Olga Aryasova, Andrey Yu. Pilipenko

Publication date: 22 February 2011

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0902.0067

zbMATH Keywords

skew Brownian motionsingular SDE

Mathematics Subject Classification ID

Brownian motion (60J65)

Cites Work

• On skew Brownian motion
• Brownian motion in a wedge with oblique reflection

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