Atar, Rami; Budhiraja, Amarjit - In: Stochastic Processes and their Applications 125 (2015) 5, pp. 1911-1925
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.