Homogenization of a multivariate diffusion with semipermeable interfaces

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)

Cites Work

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One-dimensional stochastic equations in layered media with semi-permeable barriers
The implicit function theorem. History, theory, and applications
Homogénéisation pour des processus associés à des frontières perméables
On countably skewed Brownian motion with accumulation point
On the constructions of the skew Brownian motion
Periodic homogenization with an interface: the one-dimensional case
Homogenization of periodic linear degenerate PDEs
Stochastic differential equations with reflecting boundary condition in convex regions
On skew Brownian motion
Convergence of skew Brownian motions with local times at several points that are contracted into a single one
Homogenization of linear and semilinear second order parabolic PDEs with periodic coefficients: A probabilistic approach
Diffusion across semi-permeable barriers: spectral properties, efficient computation, and applications
Periodic homogenization with an interface: the multi-dimensional case
On the uniqueness of solutions of stochastic differential equations
On the pathwise uniqueness of solutions of one-dimensional stochastic differential equations
Multi-skewed Brownian motion and diffusion in layered media
Strong Markov Continuous Local Martingales and Solutions of One-Dimensional Stochastic Differential Equations (Part III)
Stochastic differential equations with reflecting boundary conditions
On Itô’s Stochastic Integral Equations
Periodic homogenization with an interface
Diffusion processes in a composite environment
A Change-of-Variable Formula with Local Time on Surfaces
Multiscale Methods
Diffusion processes with boundary conditions

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