2 papers
math.PR2025
Worst-case mixing estimates for Brownian motion with semipermeable barriers
Alexander Van Werde, Jaron Sanders
We study the mixing properties of a Brownian motion whose movements are hindered by semipermeable barriers. Our setting assumes that the process takes values in a smooth planar dom…
math.PR2024
Recovering semipermeable barriers from reflected Brownian motion
Alexander Van Werde, Jaron Sanders
We study the recovery of one-dimensional semipermeable barriers for a stochastic process in a planar domain. The considered process acts like Brownian motion when away from the bar…