Construction and analysis of a sticky reflected distorted Brownian motion

DOI10.1214/14-AIHP650zbMath1342.60166arXiv1409.7171MaRDI QIDQ297452

Martin Grothaus, Torben Fattler, Robert Vosshall

Publication date: 27 June 2016

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.7171

zbMATH Keywords

stochastic differential equationinteracting sticky reflected distorted Brownian motioninterface modelsSkorokhod decompositionWentzell boundary condition

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60J65: Brownian motion

60K35: Interacting random processes; statistical mechanics type models; percolation theory

82C41: Dynamics of random walks, random surfaces, lattice animals, etc. in time-dependent statistical mechanics

60J55: Local time and additive functionals

60J50: Boundary theory for Markov processes

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