Explicit heat kernels of a model of distorted Brownian motion on spaces with varying dimension

DOI10.1215/00192082-8939623zbMATH Open1480.60241arXiv2001.09226OpenAlexW3154382394MaRDI QIDQ2039733FDOQ2039733

Shuwen Lou

Publication date: 5 July 2021

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Abstract: In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists of two components: a $3$-dimensional component and a $1$-dimensional component. These two parts are joined together at the origin. The restriction of dBM on the $3$- or $1$-dimensional component receives a strong "push" towards the origin. On each component, the "magnitude" of the "push" can be parametrized by a constant $gamma>0$. In this article, using probabilistic method, we get the exact expressions for the transition density functions of dBM with varying dimension for any $0<t<infty$.

Full work available at URL: https://arxiv.org/abs/2001.09226

zbMATH Keywords

density functionsdistorted Brownian motion

Mathematics Subject Classification ID

Diffusion processes (60J60) Brownian motion (60J65) Transition functions, generators and resolvents (60J35) Probabilistic potential theory (60J45)

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Cited In (5)

• Heat trace asymptotics of subordinate Brownian motion in Euclidean space
• Heat kernel estimates for subordinate Brownian motions
• Reflecting Brownian motions and comparison theorems for Neumann heat kernels
• Coupled Brownian motions and partial domain monotonicity for the Neumann heat kernel
• Heat kernel estimates on spaces with varying dimension

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