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Fractional Boundary Value Problems and elastic sticky Brownian motions, II: Non-local dynamic boundary conditions on smooth domains

D'Ovidio, Mirko
arXiv (All) · Papers
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We introduce a wide class of sticky Brownian motions (not necessarily Markovian) and study their boundary occupation time through different notions of holding times. This class consists of all processes obtained from various symbols of subordinators, say $Φ$. Our discussion focuses on the infinite a
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