Skew Brownian diffusions across Koch interfaces

Raffaela Capitanelli, Mirko D'Ovidio

We consider planar skew Brownian motion (BM) across pre-fractal Koch interfaces $\partial {\Omega }^n$ and moving on $\overline{{\Omega }^n}\cup {\Sigma }^n={\Omega }_{\epsilon }^n$. We study the asymptotic beh…