2 citations · 3 across the 3 of their papers we have counts for
3 papers
math.PR2012
Reflecting diffusions and hyperbolic Brownian motions in multidimensional spheres
Olga Aryasova, Alessandro De Gregorio, Enzo Orsingher
Diffusion processes moving inside spheres and reflecting orthogonally on their surfaces are consid…
math.PR2009★ 2 cited
A uniqueness theorem for the martingale problem describing a diffusion in media with membranes
Olga V. Aryasova, Mykola I. Portenko
We formulate a martingale problem that describes a diffusion process in a multidimensional Euclidean space with a membrane located on a given smooth surface and having the properti…
math.PR2009★ 1 cited
On Brownian motion on the plane with membranes on rays with a common endpoint
Olga V. Aryasova, Andrey Yu. Pilipenko
We consider a Brownian motion on the plane with semipermeable membranes on n rays that have a common endpoint in the origin. We obtain the necessary and sufficient conditions for t…