Browsing EPrint Collection - Mathematics by Subject "Reflecting Brownian motion"
Now showing items 1-3 of 3
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The Heat Equation and Reflected Brownian Motion in Time-Dependent Domains
(Institute of Mathematical Statistics, 2004-01)The paper is concerned with reflecting Brownian motion (RBM) in domains with deterministic moving boundaries, also known as "non-cylindrical domains," and its connections with partial differential equations. Construction ... -
Traps for Reflected Brownian Motion
(Springer-Verlag GmbH, 2005-08-16)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, 2005-03)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 ...