Skew brownian diffusions across koch interfaces

01 Pubblicazione su rivista
Capitanelli Raffaela, D'Ovidio Mirko
ISSN: 0926-2601

We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces $\partial \Omega_n$ and moving on $\Omega^\epsilon_n = \Sigma_n \cup \Omega_n$. We study the asymptotic behaviour of the corresponding multiplicative additive functionals when thickness of $\Sigma_n$ and skewness coefficients vanish with different rates.

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