{ "id": "1004.1197", "version": "v2", "published": "2010-04-07T21:56:41.000Z", "updated": "2010-04-12T08:40:15.000Z", "title": "A random string with reflection in a convex domain", "authors": [ "Said Bounebache" ], "categories": [ "math.PR" ], "abstract": "We study the motion of a random string in a convex domain $O$ in $\\R^d$, namely the solution of a vector-valued stochastic heat equation, confined in the closure of $O$ and reflected at the boundary of $O$. We study the structure of the reflection measure by computing its Revuz measure in terms of an infinite-dimensional integration by parts formula. Our method exploits recent results on weak convergence of Markov processes with log-concave invariant measures.", "revisions": [ { "version": "v2", "updated": "2010-04-12T08:40:15.000Z" } ], "analyses": { "subjects": [ "60H07", "60H15", "60J55" ], "keywords": [ "convex domain", "random string", "log-concave invariant measures", "vector-valued stochastic heat equation", "weak convergence" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2010arXiv1004.1197B" } } }