A random string with reflection in a convex domain

DOI10.1080/07362994.2011.564445MaRDI QIDQ3005164zbMATH OpenOpenAlexFDO

Authors Said Karim Bounebache

Publication date 7 June 2011

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1004.1197

zbMATH Keywords

Dirichlet formsintegration by partsstochastic partial differential equations with reflection

Mathematics Subject Classification ID

Dirichlet forms (31C25) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Abstract: We study the motion of a random string in a convex domain $O$ in $R^d$, namely the solution of a vector-valued stochastic heat equation, confined in the closure of $O$ and reflected at the boundary of $O$. We study the structure of the reflection measure by computing its Revuz measure in terms of an infinite-dimensional integration by parts formula. Our method exploits recent results on weak convergence of Markov processes with log-concave invariant measures.

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(3)

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