| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4668859 | Bulletin des Sciences Mathématiques | 2013 | 16 Pages |
Abstract
This paper is devoted to the construction of a solution for the “Inhomogeneous skew Brownian motion” equation, which first appeared in a seminal paper by Sophie Weinryb, and recently, studied by Étoré and Martinez. Our method is based on the use of the Balayage formula. At the end of this paper we study a limit theorem of solutions.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
