On the multi-dimensional skew Brownian motion

RAMI ATAR, Amarjit Budhiraja

Research output: Contribution to journalArticlepeer-review


We provide a new, concise proof of weak existence and uniqueness of solutions to the stochastic differential equation for the multidimensional skew Brownian motion. We also present an application to Brownian particles with skew-elastic collisions.

Original languageEnglish
Pages (from-to)1911-1925
Number of pages15
JournalStochastic Processes and their Applications
Issue number5
StatePublished - May 2015


  • SDE with local time
  • Singular diffusion processes
  • Skew Brownian motion

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Modelling and Simulation
  • Applied Mathematics


Dive into the research topics of 'On the multi-dimensional skew Brownian motion'. Together they form a unique fingerprint.

Cite this