On diffusion processes in Euclidean space with intersecting membranes

18.11.2019, 12:00  –  Golm, Haus 9, Raum 2.22
Forschungsseminar Wahrscheinlichkeitstheorie

Olga Aryasova (Kyiv)

We consider an Euclidean space with semipermeable membranes on nonsmooth surfaces, for example, on the boundary of a wedge or a cone. We study the existence and uniqueness of a strong Markov process with continuous sample paths which behaves like a diffusion with given coefficients out of membranes and partially reflected on them. The question of hitting irregular points of the membranes (for instance, the vertex of a wedge) by the process plays a key role in our investigation. Besides, this problem is interesting itself.

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