3 citations · 5 across the 7 of their papers we have counts for
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Integration by parts on the law of the modulus of the Brownian bridge
Martin Grothaus, Robert Voßhall
We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge from to in use of methods from…
Interacting particle systems with sticky boundary
Robert Voßhall
In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain with sticky boundary. Under appropriate cond…
Construction and analysis of sticky reflected diffusions
Martin Grothaus, Robert Voßhall
We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain of , , with boundary , where the behavior at…
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…
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…
Construction of a finite volume dynamical wetting model with δ-pinning in (d+1)-dimension via Dirichlet forms
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…