The small time asymptotics of SPDEs with reflection (Q1722502)
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scientific article; zbMATH DE number 7022046
| Language | Label | Description | Also known as |
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| English | The small time asymptotics of SPDEs with reflection |
scientific article; zbMATH DE number 7022046 |
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The small time asymptotics of SPDEs with reflection (English)
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14 February 2019
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Summary: We study stochastic partial differential equations with singular drifts and with reflection, driven by space-time white noise with nonconstant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. As a byproduct, the Hölder continuity of the solution is obtained. The strong Feller property is also obtained. Moreover, we show large deviation principle.
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strong Feller property
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diffusion coefficients
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