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math.PR2013
One-dimensional heat equation with discontinuous conductance
Zhen-Qing Chen, Mounir Zili
We study a second-order parabolic equation with divergence form elliptic operator, having piecewise constant diffusion coefficients with two points of discontinuity. Such partial d…
math.PR2013
Mixed Sub-Fractional Brownian Motion
Mounir Zili
A new extension of the sub-fractional Brownian motion, and thus of the Brownian motion, is introduced. It is a linear combination of a finite number of sub-fractional Brownian moti…