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Reflected Brownian Motion in Time Dependent Domains

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Part of the book series: Lecture Notes in Mathematics ((LNMECOLE,volume 2106))

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Abstract

This chapter presents a number of results on the heat equation solution in time dependent domains proved using probabilistic techniques.

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  1. Department of Mathematics, University of Washington, Seattle, WA, USA

    Krzysztof Burdzy

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Burdzy, K. (2014). Reflected Brownian Motion in Time Dependent Domains. In: Brownian Motion and its Applications to Mathematical Analysis. Lecture Notes in Mathematics(), vol 2106. Springer, Cham. https://doi.org/10.1007/978-3-319-04394-4_10

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