Snapping out Walsh's Brownian motion and related stiff problem

DOI10.1007/S11118-018-09761-9zbMATH Open1442.31005arXiv1805.08158OpenAlexW2963327446MaRDI QIDQ778172FDOQ778172

Authors: Liping Li, Wenjie Sun 

Publication date: 2 July 2020

Published in: Potential Analysis (Search for Journal in Brave)

Abstract: Firstly, we shall introduce the so-called snapping out Walsh's Brownian motion and present its relation with Walsh's Brownian motion. Then the stiff problem related to Walsh's Brownian motion will be described and we shall build a phase transition for it. The snapping out Walsh's Brownian motion corresponds to the so-called semi-permeable pattern of this stiff problem.

Full work available at URL: https://arxiv.org/abs/1805.08158

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zbMATH Keywords

Brownian motionDirichlet forms

Mathematics Subject Classification ID

Brownian motion (60J65) Dirichlet forms (31C25)

Cites Work

• Symmetric Markov processes, time change, and boundary theory
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• Markov processes with darning and their approximations
• One-point reflection

Cited In (1)

• The snapping out Brownian motion

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