Browsing EPrint Collection - Mathematics by Subject "Time-reversal"
Now showing items 1-1 of 1
-
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 ...