A stochastic Stefan problem

DOI10.1007/s10959-011-0392-1zbMath1261.60064OpenAlexW2011033493MaRDI QIDQ1930531

Richard B. Sowers, Zhi Zheng, Kunwoo Kim

Publication date: 11 January 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-011-0392-1

zbMATH Keywords

Stefan problemstochastic partial differential equationspatially correlated noiseStefan boundary condition

Mathematics Subject Classification ID

Stefan problems, phase changes, etc. (80A22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Free boundary problems for PDEs (35R35)

Related Items (6)

A stochastic Stefan-type problem under first-order boundary conditions ⋮ Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier ⋮ Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models ⋮ A Stefan-type stochastic moving boundary problem ⋮ Stefan problems for reflected SPDEs driven by space-time white noise ⋮ A reflected moving boundary problem driven by space-time white noise

Cites Work

• Existence of strong solutions for stochastic porous media equation under general monotonicity conditions
• The two phase stochastic Stefan problem
• Weak solutions to stochastic porous media equations
• A stochastic moving boundary value problem
• On the stochastic porous medium equation
• An Algorithmic Introduction to Numerical Simulation of Stochastic Differential Equations
• Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity
• Homogenization and flame propagation in periodic excitable media: The asymptotic speed of propagation
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