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Snapping out Walsh's Brownian motion and related stiff problem

2018/05/21 by Li, Liping, Sun, Wenjie
#31C25 #60J25 #60J45 #60J50 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1805.08158

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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