{
  "id": "0711.1068",
  "version": "v1",
  "published": "2007-11-07T11:20:25.000Z",
  "updated": "2007-11-07T11:20:25.000Z",
  "title": "A conservative evolution of the Brownian excursion",
  "authors": [
    "Lorenzo Zambotti"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2007-11-07T11:20:25.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60J65",
      "60G15"
    ],
    "keywords": [
      "brownian excursion",
      "conservative evolution",
      "associated stochastic partial differential equation",
      "space-time white noise",
      "double laplacian"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2007arXiv0711.1068Z"
    }
  }
}