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Solutions of Δu = 4u2 with Neumann's conditions using the Brownian snake

  • Laboratoire de Probabilités et Modèles Aléatoires

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1 Citation (Scopus)

Abstract

We consider a Brownian snake (Ws, s ≥ 0) with underlying process a reflected Brownian motion in a bounded domain D. We construct a continuous additive functional (Ls, s ≥ 0) of the Brownian snake which counts the time spent by the end points Ŵs of the Brownian snake paths on ∂ D. The random measure Z = ∫ δŴsdLs is supported by ∂ D. Then we represent the solution v of u = 4u2 in D with weak Neumann boundary condition φ ≥ 0 by using exponential moment of (Z, φ) under the excursion measure of the Brownian snake. We then derive an integral equation for v. For small φ it is then possible to describe negative solution of Δu = 4u2 in D with weak Neumann boundary condition φ. In contrast to the exit measure of the Brownian snake out of D, the measure Z is more regular. In particular we show it is absolutely continuous with respect to the surface measure on ∂ D for dimension 2 and 3.

Original languageEnglish
Pages (from-to)475-516
Number of pages42
JournalProbability Theory and Related Fields
Volume128
Issue number4
DOIs
Publication statusPublished - 1 Apr 2004

Keywords

  • Brownian snake
  • Exit measure
  • Neumann's problem
  • Reflected Brownian motion
  • Semi-linear PDE
  • Super Brownian motion

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