| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10527331 | Stochastic Processes and their Applications | 2015 | 15 Pages |
Abstract
We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic collisions.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Rami Atar, Amarjit Budhiraja,