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...

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Bibliographic Details
Published in:	Mathematics
Main Authors:	Yingxu Tian, Haoyan Zhang
Format:	Article
Language:	English
Published:	MDPI AG 2023-05-01
Subjects:	skew diffusion process perturbed diffusion process perturbed skew diffusion process local time change in time
Online Access:	https://www.mdpi.com/2227-7390/11/11/2417

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