Perturbed Skew Diffusion Processes

This work investigates whether there uniquely exists a solution to the perturbed skew diffusion process. We construct the solution by iteration and divide the whole time interval into parts on which we disperse the perturbed skew diffusion process into two tractable portions, one for perturbed diffu...

詳細記述

書誌詳細
出版年:Mathematics
主要な著者: Yingxu Tian, Haoyan Zhang
フォーマット: 論文
言語:英語
出版事項: MDPI AG 2023-05-01
主題:
オンライン・アクセス:https://www.mdpi.com/2227-7390/11/11/2417
その他の書誌記述
要約:This work investigates whether there uniquely exists a solution to the perturbed skew diffusion process. We construct the solution by iteration and divide the whole time interval into parts on which we disperse the perturbed skew diffusion process into two tractable portions, one for perturbed diffusion process, the other for skew diffusion process. After this disposition, we only focus on the process in each time interval. Noticing the continuity on every time interval boundaries generalized by a sequence of stopping times, we acquire the main result of this paper as well as a time change for the perturbed skew process.
ISSN:2227-7390