Skew Brownian diffusions across Koch interfaces

Published 23 Dec 2014 in math.PR and math.AP | (1412.7385v2)

Abstract: We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces $\partial \Omega^n$ and moving on $\overline{\Omega^n} \cup \Sigmaⁿ⁼ \Omega^{n_\varepsilon$.} 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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