Occupation densities for SPDEs with reflection.

DOI10.1214/aop/1078415833zbMath1121.60069arXivmath/0204313OpenAlexW1994227680MaRDI QIDQ1879850

Lorenzo Zambotti

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0204313

zbMATH Keywords

stochastic partial differential equations with reflectionlocal times and additive functionals

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Local time and additive functionals (60J55)

Related Items (5)

Bessel SPDEs and renormalised local times ⋮ Conservative stochastic Cahn-Hilliard equation with reflection ⋮ A brief and personal history of stochastic partial differential equations ⋮ Bessel SPDEs with general Dirichlet boundary conditions ⋮ Existence of invariant measures for reflected stochastic partial differential equations

Cites Work

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• Occupation densities
• Introduction to the theory of (non-symmetric) Dirichlet forms
• White noise driven quasilinear SPDEs with reflection
• Dirichlet forms and symmetric Markov processes
• Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
• Hitting properties of a random string
• Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• Ergodicity for Infinite Dimensional Systems
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge

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