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• W2220236435 abstract "We give a probabilistic representation of a one-dimensional diffusion equation where the solution is discontinuous at $0$ with a jump proportional to its flux. This kind of interface condition is usually seen as a semi-permeable barrier. For this, we use a process called here the snapping out Brownian motion, whose properties are studied. As this construction is motivated by applications, for example, in brain imaging or in chemistry, a simulation scheme is also provided." @default.
• W2220236435 created "2016-06-24" @default.
• W2220236435 creator A5083621910 @default.
• W2220236435 date "2016-06-01" @default.
• W2220236435 modified "2023-10-13" @default.
• W2220236435 title "The snapping out Brownian motion" @default.
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• W2220236435 doi "https://doi.org/10.1214/15-aap1131" @default.
• W2220236435 hasPublicationYear "2016" @default.
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