One-dimensional stochastic equations in layered media with semi-permeable barriers

DOI10.1515/rose-2016-0013zbMath1347.60071OpenAlexW2492429839MaRDI QIDQ311068

Sergei Ya. Makhno

Publication date: 28 September 2016

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

Full work available at URL: https://doi.org/10.1515/rose-2016-0013

zbMATH Keywords

stochastic equationsdiffusionslocal timeslimit behaviorsemi-permeable barriers

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Local time and additive functionals (60J55)

Related Items (2)

On weak convergence of stochastic differential equations with irregular coefficients ⋮ Convergence of skew Brownian motions with local times at several points that are contracted into a single one

Cites Work

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• On functional limit theorems for solutions of stochastic equations
• Convergence of Solutions of One-Dimensional Stochastic Equations
• Multi-skewed Brownian motion and diffusion in layered media
• First Passage Time of Skew Brownian Motion
• Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
• Limit Theorem for One-Dimensional Stochastic Equations

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