Strong Feller property of sticky reflected distorted Brownian motion (Q1661584)
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English | Strong Feller property of sticky reflected distorted Brownian motion |
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Strong Feller property of sticky reflected distorted Brownian motion (English)
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16 August 2018
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The authors use probabilistic methods to construct sticky reflected distorted Brownian motion on $[0,\infty)^n$, $n\in\mathbb{N}$. This process is constructed from a sticky reflected Brownian motion on $[0,+\infty)$ using a Girsanov transformation, and identified via its Dirichlet form. It is proven that its transition semigroup possesses the strong Feller property for a specified general class of drift functions. The relation between the analytic Dirichlet form methods and the probabilistic methods of random time change and Girsanov transformations are discussed. \par The results apply to the mathematical model for dynamical wetting with $\delta$-pinning and repulsion.
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sticky reflected distorted Brownian motion
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strong Feller property
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Skorohod decomposition
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Wentzell boudary condition
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interface model
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