Robert Vosshall

activity

20122024

most citedConstruction and analysis of sticky reflected diffusions

3 citations · 5 across the 7 of their papers we have counts for

collaborators

Showing 2014Show all

2 papers · 1 filter

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 $[0, \infty)$ a conservative diffusion on $E := [0, \infty)^{n}$ , $n \in N$ , 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 $E := [0, \infty)^{n}$ , $n \in N$ , where the behavior on the boundary is determined by th…