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Snapping Out Walsh's Brownian Motion and Related Stiff Problem.

Authors :
Li, Liping
Sun, Wenjie
Source :
Potential Analysis; Jun2020, Vol. 53 Issue 1, p113-130, 18p
Publication Year :
2020

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
09262601
Volume :
53
Issue :
1
Database :
Complementary Index
Journal :
Potential Analysis
Publication Type :
Academic Journal
Accession number :
144315975
Full Text :
https://doi.org/10.1007/s11118-018-09761-9