Reflecting Brownian snake and a Neumann-Dirichlet problem.

DOI10.1016/S0304-4149(00)00027-2zbMath1045.60077WikidataQ127008672 ScholiaQ127008672MaRDI QIDQ1877534

Romain Abraham

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

Neumann problemreflecting Brownian motionBrownian snakesemi-linear differential equations

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25)

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