Strong Feller property of sticky reflected distorted Brownian motion

DOI10.1007/S10959-016-0735-ZMaRDI QIDQ1661584zbMATHOpenAlexFDO

Authors Martin Grothaus, Robert Voßhall

Publication date 16 August 2018

Published in Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1410.6040

zbMATH Keywords

strong Feller propertyinterface modelSkorohod decompositionsticky reflected distorted Brownian motionWentzell boudary condition

Mathematics Subject Classification ID

Interacting random processes; statistical mechanics type models; percolation theory (60K35) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41) Transition functions, generators and resolvents (60J35) Boundary theory for Markov processes (60J50) Local time and additive functionals (60J55)

Abstract: Using Girsanov transformations we construct from sticky reflected Brownian motion on $[0,infty)$ a conservative diffusion on $E:=[0,infty{)}^n$, $ninmathbbN$, and prove that its transition semigroup possesses the strong Feller property for a specified general class of drift functions. By identifying the Dirichlet form of the constructed process, we characterize it as sticky reflected distorted Brownian motion. In particular, the relations of the underlying analytic Dirichlet form methods to the probabilistic methods of random time changes and Girsanov transformations are presented. Our studies are motivated by its applications to the dynamical wetting model with $delta$-pinning and repulsion.

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Cited in

(14)

• Bessel SPDEs with general Dirichlet boundary conditions
• Sticky reflected diffusion processes. In view of stochastic interface models and on general domains
• Some explicit results on one kind of sticky diffusion
• A functional limit theorem for coin tossing Markov chains
• Sticky-reflected stochastic heat equation driven by colored noise
• Behavior near walls in the mean-field approach to crowd dynamics
• Wasserstein convergence rates for random bit approximations of continuous Markov processes
• Construction and strong Feller property of distorted elliptic diffusion with reflecting boundary
• Sticky couplings of multidimensional diffusions with different drifts
• Strong Feller properties for distorted Brownian motion with reflecting boundary condition and an application to continuous \(N\)-particle systems with singular interactions
• Properties of the EMCEL scheme for approximating irregular diffusions
• Sticky flows on the circle and their noises
• Bessel SPDEs and renormalised local times
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