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Snapping Out Walsh’s Brownian Motion and Related Stiff Problem

  • Liping Li
  • Wenjie SunEmail author
Article
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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

Stiff problems Dirichlet forms Mosco convergences Walsh’s Brownian motion 

Mathematics Subject Classification (2010)

31C25 60J25 60J45 60J50 

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Notes

Acknowledgements

The first named author is partially supported by NSFC (No. 11688101 and 11801546) and Key Laboratory of Random Complex Structures and Data Science, Academy of Mathematics and Systems Science, Chinese Academy of Sciences (No. 2008DP173182). The second named author is partially supported by China Scholarship Council (No. 201706100095).

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Copyright information

© Springer Nature B.V. 2019

Authors and Affiliations

  1. 1.RCSDS, HCMSAcademy of Mathematics and Systems Science, Chinese Academy of SciencesBeijingChina
  2. 2.Shanghai Center for Mathematical SciencesFudan UniversityShanghaiChina

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