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arXiv · 1805.08158

Snapping out Walsh's Brownian motion and related stiff problem

Liping Li·Wenjie Sun
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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.

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Liping Li, Wenjie Sun. 2018-05-21. Snapping out Walsh's Brownian motion and related stiff problem. https://arxiv.org/abs/1805.08158

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