Snapping out Walsh's Brownian motion and related stiff problem
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🧮 math.PR
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brownianmotionwalshproblemsnappingstiffrelatedshall
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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 Brownian motion will be described and we shall build a phase transition for it. The snapping out Walsh's Brownian motion corresponds to the so-called semi-permeable pattern of this stiff problem.
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