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math.PR2014★ 1 cited
Strong Feller property of sticky reflected distorted Brownian motion
Martin Grothaus, Robert Voßhall
Using Girsanov transformations we construct from sticky reflected Brownian motion on a conservative diffusion on , , and prove that…
math.PR2014
Construction and analysis of a sticky reflected distorted Brownian motion
Torben Fattler, Martin Grothaus, Robert Voßhall
We give a Dirichlet form approach for the construction of a distorted Brownian motion in , , where the behavior on the boundary is determined by th…