The small time asymptotics of SPDEs with reflection

DOI10.1155/2014/264263zbMath1469.60209OpenAlexW2022826431WikidataQ59037302 ScholiaQ59037302MaRDI QIDQ1722502

Jianliang Zhai, Qing Zhou, Juan Yang

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/264263

zbMATH Keywords

diffusion coefficientsstrong Feller property

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

• SPDEs with two reflecting walls and two singular drifts
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• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• Hitting properties of parabolic s.p.d.e.'s with reflection.
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• White noise driven quasilinear SPDEs with reflection
• Coupling and invariant measures for the heat equation with noise
• White noise driven SPDEs with reflection
• Long-time existence for signed solutions of the heat equation with a noise term
• Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
• Entropic repulsion for massless fields.
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• Uniform large deviations for parabolic SPDEs and applications
• Stochastic generalized porous media equations with reflection
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• Stochastic Cahn–Hilliard Equation with Double Singular Nonlinearities and Two Reflections
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• Stochastic Equations in Infinite Dimensions
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
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