A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
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Publication:5929871
DOI10.1006/jfan.2000.3685zbMath1002.60059OpenAlexW2045757848MaRDI QIDQ5929871
Publication date: 17 April 2001
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jfan.2000.3685
Dirichlet boundary conditionsadditive white-noiseexcursions of Brownian motionGibbs-type measurestochastic heat equation
Brownian motion (60J65) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)
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Cites Work
- Unnamed Item
- Relations entre pont et excursion du mouvement brownien réel. (Relations between bridge and excursion of real Brownian motion)
- Introduction to the theory of (non-symmetric) Dirichlet forms
- White noise driven quasilinear SPDEs with reflection
- Weak convergence to Brownian meander and Brownian excursion
- Fluctuations for \(\nabla \varphi \) interface model on a wall.
- Ergodicity for Infinite Dimensional Systems
- Stochastic Equations in Infinite Dimensions
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