Explicit heat kernels of a model of distorted Brownian motion on spaces with varying dimension

In this paper, we study a particular model of distorted Brownian motion (dBM) on state spaces with varying dimension. Roughly speaking, the state space of such a process consists of two components: a $3$-dimensional component and a $1$-dimensional component. These two parts are joined together at th...

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Bibliographische Detailangaben

1. Verfasser:	Lou, Shuwen
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Probability
Online-Zugang:	Volltext bestellen
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