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**publisher and metadata sources**).We prove an infinite dimensional integration by parts formula on the law of the modulus of the Brownian bridge $$BB=(BB_t)_{0 \le t \le 1}$$BB=(BBt)0≤t≤1 from 0 to 0 in use of methods from white… Continue Reading

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E := [0;\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing… Continue Reading

Motivated by the theory on stochastic models for interfaces in two phase systems and especially by the wetting model with $\delta$-pinning and repulsion, the stochastic dynamics of a sticky reflected… Continue Reading

We give a Dirichlet form approach for the construction of a distorted Brownian motion in $E:=[0,\infty)^n$, $n\in\mathbb{N}$, where the behavior on the boundary is determined by the competing effects… Continue Reading

We give a Dirichlet form approach for the construction of distorted Brownian motion in a bounded domain $\Omega$ of $\mathbb{R}^d$, $d \geq 1$, with boundary $\Gamma$, where the behavior at the… Continue Reading

In this paper, we construct under general assumptions the stochastic dynamics of an interacting particle system in a bounded domain $\Omega$ with sticky boundary. Under appropriate conditions on the… Continue Reading

Using Girsanov transformations we construct from sticky reflected Brownian motion on $[0,\infty)$ a conservative diffusion on $E:=[0,\infty)^n$, $n \in \mathbb{N}$, and prove by the probabilistic… Continue Reading

Using Girsanov transformations we construct from sticky reflected Brownian motion on $$[0,\infty )$$[0,∞) a conservative diffusion on $$E:=[0,\infty )^n$$E:=[0,∞)n, $$n \in \mathbb {N}$$n∈N, and… Continue Reading