55 citations · 313 across the 40 of their papers we have counts for
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math.PR2004★ 55 cited
Hitting properties of parabolic s.p.d.e.'s with reflection
Robert C. Dalang, C. Mueller, L. Zambotti
We study the hitting properties of the solutions of a class of parabolic stochastic partial differential equations with singular drifts that prevent from becoming negative.…
math.PR2004
Integration by parts on the law of the reflecting Brownian motion
Lorenzo Zambotti
We prove an integration by parts formula on the law of the reflecting Brownian motion in the positive half line, where is a standard Brownian motion. In other terms, w…