The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions.

DOI10.1016/S0022-1236(03)00128-9zbMath1058.60062OpenAlexW2032636912MaRDI QIDQ1413966

John Sylvester, Krzysztof Burdzy, Zhen-Qing Chen

Publication date: 17 November 2003

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-1236(03)00128-9

zbMATH Keywords

Brownian motionNeumann boundary conditionsHeat equationNon-cylindrical domainsParabolic equationsSpace-time Brownian motion

Mathematics Subject Classification ID

Brownian motion (60J65) Heat equation (35K05)

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Cites Work

• Excursions in a cone for two-dimensional Brownian motion
• The heat equation and reflected Brownian motion in time-dependent domains. II: Singularities of solutions.
• Reflection and coalescence between independent one-dimensional Brownian paths
• Brownian motion reflected on Brownian motion
• Solutions positives et mesure harmonique pour des operateurs paraboliques dans des ouverts ``Lipschitziens. (Positive solutions and harmonic measure for parabolic operators in ``Lipschitz domains)
• Efficient Markovian couplings: Examples and counterexamples.
• A harnack inequality for parabolic differential equations
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