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