The snapping out Brownian motion

DOI10.1214/15-AAP1131zbMath1345.60088arXiv1606.08230MaRDI QIDQ303968

Antoine Lejay

Publication date: 23 August 2016

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1606.08230

zbMATH Keywords

diffusion equationMarkov processthin layerelastic Brownian motioninterface conditionsemi-permeable barriersnapping out Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Diffusion processes (60J60) Generalized stochastic processes (60G20) Local time and additive functionals (60J55) Transition functions, generators and resolvents (60J35)

Related Items (17)

Diffusion with stochastic resetting screened by a semipermeable interface ⋮ Diffusion approximation for a simple kinetic model with asymmetric interface ⋮ One-dimensional diffusion processes with moving membrane: partial reflection in combination with jump-like exit of process from membrane ⋮ An averaging principle for fast diffusions in domains separated by semi-permeable membranes ⋮ A numerical method for solving snapping out Brownian motion in 2D bounded domains ⋮ The 3D Narrow Capture Problem for Traps with Semipermeable Interfaces ⋮ Renewal Equations for Single-Particle Diffusion in Multilayered Media ⋮ Pairs of complementary transmission conditions for Brownian motion ⋮ Concatenation of Nonhonest Feller Processes, Exit Laws, and Limit Theorems on Graphs ⋮ Limit behaviour of random walks on ℤ^mwith two-sided membrane ⋮ On stiff problems via Dirichlet forms ⋮ Modeling Diffusion in Thin 2D Layers Separated by a Semipermeable Membrane ⋮ The slow bond random walk and the snapping out Brownian motion ⋮ A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers ⋮ Semigroup-theoretic approach to diffusion in thin layers separated by semi-permeable membranes ⋮ Gene flow across geographical barriers -- scaling limits of random walks with obstacles ⋮ Snapping out Walsh's Brownian motion and related stiff problem

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