Wiener Process with Reflection in Non-Smooth Narrow Tubes
نویسندگان
چکیده
منابع مشابه
Wiener Process with Reflection in Non-Smooth Narrow Tubes
Wiener process with instantaneous reflection in narrow tubes of width ε ≪ 1 around axis x is considered in this paper. The tube is assumed to be (asymptotically) non-smooth in the following sense. Let V (x) be the volume of the cross-section of the tube. We assume that 1 ε V (x) converges in an appropriate sense to a non-smooth function as ε ↓ 0. This limiting function can be composed by smooth...
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ژورنال
عنوان ژورنال: Electronic Journal of Probability
سال: 2009
ISSN: 1083-6489
DOI: 10.1214/ejp.v14-691