A conservative evolution of the Brownian excursion
| dc.creator | Zambotti, Lorenzo | |
| dc.date | 2007-11-07 | |
| dc.date.accessioned | 2026-07-07T08:41:20Z | |
| dc.date.available | 2026-07-07T08:41:20Z | |
| dc.description | We consider the problem of conditioning the Brownian excursion to have a fixed time average over the interval [0,1] and we study an associated stochastic partial differential equation with reflection at 0 and with the constraint of conservation of the space average. The equation is driven by the derivative in space of a space-time white noise and contains a double Laplacian in the drift. Due to the lack of the maximum principle for the double Laplacian, the standard techniques based on the penalization method do not yield existence of a solution. | |
| dc.identifier | https://arxiv.org/abs/0711.1068 | |
| dc.identifier | http://arxiv.org/abs/0711.1068 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/141648 | |
| dc.subject | Probability | |
| dc.subject | 60J65; 60G15 | |
| dc.title | A conservative evolution of the Brownian excursion | |
| dc.type | text |