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Volumn 13, Issue , 2008, Pages 1096-1119

A conservative evolution of the Brownian excursion

Author keywords

Brownian excursion; Brownian meander; Singular conditioning; Stochastic partial differential equations with reflection

Indexed keywords


EID: 47549085975     PISSN: None     EISSN: 10836489     Source Type: Journal    
DOI: 10.1214/EJP.v13-525     Document Type: Article
Times cited : (3)

References (12)
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  • 3
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    • Da Prato, G.1    Rockner, M.2
  • 6
    • 51549088139 scopus 로고    scopus 로고
    • Conservative Stochastic Cahn-Hilliard equation with reflection
    • A. Debussche, L. Zambotti (2007), Conservative Stochastic Cahn-Hilliard equation with reflection, Annals of Probability, 35, no. 5, 1706-1739.
    • (2007) Annals of Probability , vol.35 , Issue.5 , pp. 1706-1739
    • Debussche, A.1    Zambotti, L.2
  • 7
    • 0001644061 scopus 로고
    • Weak convergence to Brownian meander and Brownian excursion
    • R.T. Durrett, D.L. Iglehart, D.R. Miller (1977), Weak convergence to Brownian meander and Brownian excursion, Ann. Probability, 5, no. 1, pp. 117-129.
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  • 8
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  • 9
    • 85037914967 scopus 로고
    • Continuous Martingales and Brownian Motion
    • D. Revuz, M. Yor, (1991), Continuous Martingales and Brownian Motion, Springer Verlag.
    • (1991) Springer Verlag
    • Revuz, D.1    Yor, M.2
  • 10
    • 0036025134 scopus 로고    scopus 로고
    • Integration by parts on convex sets of paths and applications to SPDEs with reflection
    • L. Zambotti (2002), Integration by parts on convex sets of paths and applications to SPDEs with reflection, Prob. Theory and Rel. Fields 123, no. 4, 579-600.
    • (2002) Prob. Theory and Rel. Fields , vol.123 , Issue.4 , pp. 579-600
    • Zambotti, L.1
  • 11
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    • Occupation densities for SPDEs with reflection
    • L. Zambotti, (2004), Occupation densities for SPDEs with reflection, Annals of Probability, 32 no. 1A, 191-215.
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    • Zambotti, L.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.