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As pointed out in [2], an x-equilibrium stress exists if every interior edge lies on some x-monotone path, whose endpoints are boundary vertices.. Let us assume that we have
Key words: Discounted optimal stopping problem, finite horizon, geometric Brownian motion, maximum process, parabolic free-boundary problem, smooth fit, normal reflection, a
Heuristic To explain the result, in particular the correct scaling and the form of the large deviations functional Γ( · ) in (1.1), it might be instructive to recall the results on
Small-time asymptotic estimates of semigroups on a logarithmic scale are proved for all symmetric local Dirichlet forms on σ -finite measure spaces, which is an extension of the
Recall that the excursions of the reflecting Brownian motion ξ from zero determine a family of rooted trees to which we add marks according to a Poisson point process of intensity 2
These were used to give rigorous meaning to stochastic partial differential equations (s.p.d.e.’s), primarily parabolic equations driven by space-time white noise, though Walsh
Our comments do not include the literature on equations with solutions that are distributions on Wiener space (see [HØUZ96], [NZ89] and [NR97] which treats the parabolic Anderson
We show how an initial-boundary problems for a 4-th order parabolic differential equation can be represented by BP P with various boundary conditions for the two particles:
