Averaging for diffusions with fine-grained boundaries

DOI10.1007/BF02101706MaRDI QIDQ1335248zbMATH OpenFDO

Authors James P. Dunyak

Publication date 27 September 1994

Published in Communications in Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

Feynman-Kac formulaNeumann boundary conditionsmixed boundary conditionlimiting behavior of the diffusion equations

Mathematics Subject Classification ID

Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Other physical applications of random processes (60K40)

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• Potential and scattering theory on wildly perturbed domains
• Probabilistic methods in some problems of scattering theory
• The Laplacian in regions with many small obstacles: Fluctuations around the limit operator
• The thick Neumann's sieve
• Étude asymptotique par des mesures de \({\mathbb{R}}^ 3\) de saucisses de Wiener localisées

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(6)

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