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math.PR2021
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…
math.PR2021
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…
math.PR2021
Hunt's hypothesis and symmetrization for general 1-dimensional diffusions
Liping Li
In this paper, we will consider the problem that how far from Hunt's hypothesis (H) to symmetrization for a general 1-dimensional diffusion. A characterization of (H) involving the…