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Meyer’s Topology and Brownian motion in a composite medium

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Séminaire de Probabilités XXX

Part of the book series: Lecture Notes in Mathematics ((SEMPROBAB,volume 1626))

Résumé

On associe au problème de propagation de la chaleur dans un milieu composite un processus de diffusion qui est une semimartingale. On étudie surtout le problème de Stefan.

Research supported by N.S.F. grant DMS-9204038.

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Jacques Azéma Marc Yor Michel Emery

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© 1996 Springer-Verlag

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Zheng, W. (1996). Meyer’s Topology and Brownian motion in a composite medium. In: Azéma, J., Yor, M., Emery, M. (eds) Séminaire de Probabilités XXX. Lecture Notes in Mathematics, vol 1626. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0094645

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  • DOI: https://doi.org/10.1007/BFb0094645

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  • Print ISBN: 978-3-540-61336-7

  • Online ISBN: 978-3-540-68463-3

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