Abtract:We consider on arbitrary Riemannian manifolds the Leibenson equation:$\partial _{t}u=\Delta _{p}u^{q}.$This equation comes from hydrodynamics where it describes filtration of a turbulent compressible liquid in porous medium. Here $u(x,t)$ is the fraction of the volume that the liquid takes in porous medium at time $t$ at point $x$. The parameter $p$ characterizes the turbulence of a...
Abstract:The skew Brownian motion is constructed by assigning signs to Brownian excursions away from 0, each excursion being positive with probability p and negative with probability 1-p. It can equivalently (Harrison-Shepp, 1981) be seen as the strong solution of the SDE dX_t=dB_t + (2p-1) dL_t(X) where L_t(X) denotes the local time of the diffusion at 0. The skew Brownian flow as studied by ...