Browsing Mathematics, Department of by Subject "Reflecting Brownian motion"
Now showing items 13 of 3

The Heat Equation and Reflected Brownian Motion in TimeDependent Domains
(Institute of Mathematical Statistics, 200401)The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving boundaries, also known as "noncylindrical domains," and its connections with partial differential equations. Construction ... 
Traps for Reflected Brownian Motion
(SpringerVerlag GmbH, 20050816)Consider an open set D [is an element of the set] R [The set of Real Numbers] [superscript]d, d [is greater than or equal to] 2, and a closed ball B [is a proper subset of] D. Let E[superscript]xT[subscript]B denote the ... 
Uniqueness for reflecting Brownian motion in lip domains
(Elsevier, 200503)A lip domain is a Lipschitz domain where the Lipschitz constant is strictly less than one. We prove strong existence and pathwise uniqueness for the solution X = {X [subscript] t, t [is less than or equal to] 0} to the ...