Snapping out Walsh's Brownian motion and related stiff problem
Probability
2018-05-22 v1
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.
Keywords
Cite
@article{arxiv.1805.08158,
title = {Snapping out Walsh's Brownian motion and related stiff problem},
author = {Liping Li and Wenjie Sun},
journal= {arXiv preprint arXiv:1805.08158},
year = {2018}
}
Comments
Overlaps with an early version of arXiv:1804.02634