Snapping out Walsh's Brownian motion and related stiff problem

DOI10.1007/S11118-018-09761-9MaRDI QIDQ778172zbMATH OpenOpenAlexFDO

Authors Liping Li, Wenjie Sun

Publication date 2 July 2020

Published in Potential Analysis (Search for Journal in Brave)

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

zbMATH Keywords

Brownian motionDirichlet forms

Mathematics Subject Classification ID

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

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.

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Cites work

• scientific article; zbMATH DE number 18222 (Why is no real title available?)
• scientific article; zbMATH DE number 3447884 (Why is no real title available?)
• Composite media and asymptotic Dirichlet forms
• Dirichlet forms and symmetric Markov processes.
• Markov processes with darning and their approximations
• Non-homogeneous media and vibration theory
• One-point extensions of Markov processes by darning
• One-point reflection
• Symmetric Markov processes, time change, and boundary theory
• The snapping out Brownian motion
• Traces of symmetric Markov processes and their characterizations

Cited in

(1)

• The snapping out Brownian motion

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