Browsing EPrint Collection - Mathematics by Subject "Reflecting Brownian motion"

Now showing items 1-3 of 3

    • The Heat Equation and Reflected Brownian Motion in Time-Dependent Domains 

      Burdzy, Krzysztof; Chen, Zhen-Qing; Sylvester, John (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 

      Burdzy, Krzysztof; Chen, Zhen-Qing; Marshall, Donald E. (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 

      Burdzy, Krzysztof; Bass, Richard F.; Chen, Zhen-Qing (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 ...