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![]() Title:Non-Local Dynamic Boundary Conditions for Sticky Brownian Motions on Smooth Domains Authors:Mirko D'Ovidio Conference:IMPMS 2026 Tags:Brownian motions, Dynamic boundary conditions, Time changes and Trap domains Abstract: Sticky diffusion processes on bounded domains can spend finite time (and finite mean time) on the lower-dimensional space given by the boundary. Once the process hits the boundary, then it starts again after a random amount of time. While on the boundary it can stay or move according to dynamics that are different from those in the interior. Such processes may be characterized by a time-derivative appearing in the boundary condition for the governing problem. We use suitable time changes in order to describe fractional sticky conditions and the associated boundary behaviours. We obtain that fractional boundary value problems (involving fractional dynamic boundary conditions) lead to sticky diffusions, strong Markov on the interior, spending an infinite mean time (and finite time) on the boundary. Such a behaviour can be associated with a trap effect from the macroscopic point of view. We provide an example on fractals. Non-Local Dynamic Boundary Conditions for Sticky Brownian Motions on Smooth Domains ![]() Non-Local Dynamic Boundary Conditions for Sticky Brownian Motions on Smooth Domains | ||||
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