5 papers
On trace of Brownian motion on the boundary of a strip
Liping Li, Wenjie Sun
The trace of a Markov process is the time changed process of the original process on the support of the Revuz measure used in the time change. In this paper, we will concentrate on…
On a stiff problem in two-dimensional space
Liping Li, Wenjie Sun
In this paper we will study a stiff problem in two-dimensional space and especially its probabilistic counterpart. Roughly speaking, the heat equation with a parameter $\varepsilon…
Effective intervals and regular Dirichlet subspaces
Liping Li, Wenjie Sun, Jiangang Ying
It is shown in [10] that a regular and local Dirichlet form on an interval can be represented by so-called effective intervals with scale functions. This paper focuses on how to op…
Snapping out Walsh's Brownian motion and related stiff problem
Liping Li, Wenjie Sun
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 Brow…
On stiff problems via Dirichlet forms
Liping Li, Wenjie Sun
The stiff problem is concerned with a thermal conduction model with a singular barrier of zero volume. In this paper, we shall build the phase transitions for the stiff problems in…