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 in , namely the solution of a vector-valued stochastic heat equation, confined in the closure of and reflected at the boundary of . 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}
}