English

A random string with reflection in a convex domain

Probability 2015-03-14 v2

Abstract

We study the motion of a random string in a convex domain OO in Rd\R^d, namely the solution of a vector-valued stochastic heat equation, confined in the closure of OO and reflected at the boundary of OO. 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.

Cite

@article{arxiv.1004.1197,
  title  = {A random string with reflection in a convex domain},
  author = {Said Bounebache},
  journal= {arXiv preprint arXiv:1004.1197},
  year   = {2015}
}
R2 v1 2026-06-21T15:07:46.095Z