Skew Brownian diffusions across Koch interfaces

preprint2016arXivOpen access

Abstract

We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces ∂Ωn\partial Ω^n and moving on Ωn‾∪Σn=Ωεn\overline{Ω^n} \cup Σ^n= Ω^n_\varepsilon. We study the asymptotic behaviour of the corresponding multiplicative additive functionals when thickness of ΣnΣ^n and skewness coefficients vanish with different rates.

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