Reflecting Brownian snake and a Neumann–Dirichlet problem
نویسندگان
چکیده
منابع مشابه
Reeecting Brownian Snake and a Neumann-dirichlet Problem
The paper deals with a Markov path-valued process : the reeecting Brownian snake. It is a particular case of the path-valued process former introduced by Le Gall. Here the spatial motion (which is for Le Gall any Markov process) is a reeecting Brownian motion in a domain D of R d. Using this probabilistic tool, we construct an explicit function v solution of an integral equation which is, under...
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The paper deals with a path-valued Markov process: the re ecting Brownian snake. It is a particular case of the path-valued process previously introduced by Le Gall. Here the spatial motion is a re ecting Brownian motion in a domain D of R. Using this probabilistic tool, we construct an explicit function v solution of an integral equation which is, under some hypotheses on the regularity of v, ...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 2000
ISSN: 0304-4149
DOI: 10.1016/s0304-4149(00)00027-2