The snapping out Brownian motion
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Publication:303968
DOI10.1214/15-AAP1131zbMath1345.60088arXiv1606.08230MaRDI QIDQ303968
Publication date: 23 August 2016
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1606.08230
diffusion equationMarkov processthin layerelastic Brownian motioninterface conditionsemi-permeable barriersnapping out Brownian motion
Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Generalized stochastic processes (60G20) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35)
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