Browsing Faculty Research Publications (Mathematics) by Subject "elastic skew Brownian motion"

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Occupation and local times for skew Brownian motion with applications to dispersion across an interface

Appuhamillage, T. A.; Bokil, V. A.; Thomann, E.; Waymire, E.; Wood, B. (Institute of Mathematical Statistics, 2010)

Advective skew dispersion is a natural Markov process defined ned by a di ffusion with drift across an interface of jump discontinuity in a piecewise constant diff usion coeffcient. In the absence of drift this proces ...