Averaging for diffusions with fine-grained boundaries

DOI10.1007/BF02101706zbMath0804.60073MaRDI QIDQ1335248

James P. Dunyak

Publication date: 27 September 1994

Published in: Communications in Mathematical Physics (Search for Journal in Brave)

zbMATH Keywords

Neumann boundary conditionsFeynman-Kac formulamixed boundary conditionlimiting behavior of the diffusion equations

Mathematics Subject Classification ID

Other physical applications of random processes (60K40) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (2)

Singularly perturbed dirichlet problems in randomly perforated domains ⋮ Diffusions in perforated domains with mixed boundary conditions

Cites Work

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• Étude asymptotique par des mesures de \({\mathbb{R}}^ 3\) de saucisses de Wiener localisées
• The thick Neumann's sieve
• The Laplacian in regions with many small obstacles: Fluctuations around the limit operator
• Potential and scattering theory on wildly perturbed domains
• Probabilistic methods in some problems of scattering theory

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