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• W2208796050 abstract "The study of skew diffusion is of primary concern for their implication in the modeling and simulation of diffusion phenomenons in media with interfaces. First, we provide results on one-dimensional processes with discontinuous coefficients and their connections with the Feller theory of generators as well as the one of stochastic differential equations involving local time. Second, in view of developing new simulation techniques, we give a method to compute the density and the resolvent kernel of skew diffusions. Explicit closed-form are given for some particular cases." @default.
• W2208796050 created "2016-06-24" @default.
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• W2208796050 date "2015-09-11" @default.
• W2208796050 modified "2023-09-23" @default.
• W2208796050 title "One-dimensional skew diffusions: explicit expressions of densities and resolvent kernel" @default.
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• W2208796050 hasPublicationYear "2015" @default.
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