7 citations · 18 across the 12 of their papers we have counts for
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math.PR2009
On simultaneous hitting of membranes by two skew Brownian motions
Olga Aryasova, Andrey Pilipenko
We consider two depending Wiener processes which have membranes at zero with different permeability coefficients. Starting from different points, the processes almost surely do not…
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…