Related papers: Construction of a finite volume dynamical wetting …

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E:=[0,\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects of reflection from and pinning at the…

The starting point is a gradient Dirichlet form with respect to $\varrho\lambda^d$ on the space $L^2({\mathbb{R}}^d, \varrho\mu)$. Here $\lambda^d$ is the Lebesgue measure on ${\mathbb R}^d$, $\varrho$ a strictly positive density and $\mu$…

We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the boundary is sticky. The construction covers…

Reflected Brownian motion (RBM) in a wedge is a 2-dimensional stochastic process Z whose state space in R^2 is given in polar coordinates by S={(r,theta): r >= 0, 0 <= theta <= xi} for some 0 < xi < 2 pi. Let alpha= (theta_1+theta_2)/xi,…

We construct Skorokhod decompositions for diffusions with singular drift and reflecting boundary behavior on open subsets of $\mathbb R^d$ with $C^2$-smooth boundary except for a sufficiently small set. This decomposition holds almost…

We analyse a diffusion process whose invariant measure is the fractional polymer or Edwards measure for fractional Brownian motion in dimension $d\in\mathbb{N}$ with Hurst parameter $H\in(0,1)$ fulfilling $dH < 1$. We make use of a…

Using Girsanov transformations we construct from sticky reflected Brownian motion on $[0,\infty)$ a conservative diffusion on $E:=[0,\infty)^n$, $n \in \mathbb{N}$, and prove that its transition semigroup possesses the strong Feller…

We systematically develop general tools to apply Fukushima's absolute continuity condition. These tools comprise methods to obtain a Hunt process on a locally compact separable metric state space whose transition function has a density…

We consider several critical wetting models. In the discrete case, these probability laws are known to converge, after an appropriate rescaling, to the law of a reflecting Brownian motion, or of the modulus of a Brownian bridge, according…

Consider a set of continuous maps from the interval $[0,1]$ to a domain in ${\mathbb R}^d$. Although the topological boundary of this set in the path space is not smooth in general, by using the theory of functions of bounded variation (BV…

Using elliptic regularity results in weighted spaces, stochastic calculus and the theory of non-symmetric Dirichlet forms, we first show weak existence of non-symmetric distorted Brownian motion for any starting point in some domain $E$ of…

We consider wetting models in $1+1$ dimensions on a shrinking strip with a general pinning function. We show that under diffusive scaling, the interface converges in law to to the reflected Brownian motion, whenever the strip size is…

The Dirichlet forms related to various infinite systems of interacting Brownian motions are studied. For a given random point field $ \mu $, there exist two natural infinite-volume Dirichlet forms $…

We show that in the variational multiscale framework, the weak enforcement of essential boundary conditions via Nitsche's method corresponds directly to a particular choice of projection operator. The consistency, symmetry and penalty terms…

In a convex domain $\O\subset\R^3$, we consider the minimization of a 3D-Ginzburg-Landau type energy $E_\v(u)=1/2\int_\O|\n u|^2+\frac{1}{2\v^2}(a^2-|u|^2)^2$ with a discontinuous pinning term $a$ among $H^1(\O,\C)$-maps subject to a…

We construct a family of SDEs whose solutions select a reflected Brownian flow as well as a stochastic damped transport process (W\_t). The latter gives a representation for the solutions to the heat equation for differential 1-forms with…

The motivation of this paper is to prove verification theorems for stochastic optimal control of finite dimensional diffusion processes without control in the diffusion term, in the case that the value function is assumed to be continuous…

We prove the well--posedness of a dynamical perfect plasticity model under general assumptions on the stress constraint set and on the reference configuration. The problem is studied by combining both calculus of variations and hyperbolic…

This work contributes a systematic survey and complementary insights of reflecting Brownian motion and its properties. Extension of the Skorohod problem's solution to more general cases is investigated, based on which a discussion is…

We study diffusion processes driven by a Brownian motion with regular drift in a finite dimension setting. The drift has two components on different time scales, a fast conservative component and a slow dissipative component. Using the…