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Zbl 0859.60071
Zheng, Weian
Meyer's topology and Brownian motion in a composite medium.
(English)
[A] Azéma, J. (ed.) et al., Séminaire de probabilités XXX. Berlin: Springer. Lect. Notes Math. 1626, 108-116 (1996). ISBN 3-540-61336-6/pbk

A set $F$ in $\bbfR^d$ is said to have locally finite lower Minkowski content if $\liminf_{r\to 0}{1\over r}$ (the Lebesgue measure of $\{x: |x|< n, 0<\text{dis}(x,F)\le r\})$ is finite for each $n$. A heat propagation problem in a fixed composite medium, described by a finite number of open sets $A_i$ with different thermal diffusivity and conductivity, is considered when the closure of $A_i$ possesses a locally finite intersection property with any bounded domain of $\bbfR^d$ and all of $A_i$ have locally finite lower Minkowski content. A Markov process associated is then given in the form of Skorokhod decomposition with a local time, a bounded variation process concentrated on $\bigcup_i\partial A_i$. The process involving phase transition with finite number of phases and fusion temperatures is also obtained by using a limiting procedure. This process is a continuous martingale, which may reveal some information of the free boundary problem.
[Gong Guanglu (Beijing)]
MSC 2000:
*60J65 Brownian motion
60J60 Diffusion processes
60J35 Transition functions

Keywords: thermal conductivity; Minkowski content; Stefan problem

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