Strong Feller property of sticky reflected distorted Brownian motion

DOI10.1007/S10959-016-0735-ZzbMATH Open1429.60073arXiv1410.6040OpenAlexW2561162340MaRDI QIDQ1661584FDOQ1661584

Authors: Martin Grothaus, Robert Voßhall 

Publication date: 16 August 2018

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

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.

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

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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)

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Cited In (13)

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

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