A reflected moving boundary problem driven by space-time white noise

DOI10.1007/s40072-019-00139-5zbMath1431.60056arXiv1805.10166OpenAlexW2963165840WikidataQ128136959 ScholiaQ128136959MaRDI QIDQ2303978

Jasdeep Kalsi, Benjamin M. Hambly

Publication date: 6 March 2020

Published in: Stochastic and Partial Differential Equations. Analysis and Computations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1805.10166

zbMATH Keywords

reflectionmoving boundarystochastic heat equationSPDE

Mathematics Subject Classification ID

White noise theory (60H40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (5)

A transportation inequality for reflected SPDEs on infinite spatial domain ⋮ A large deviation principle for reflected SPDEs on infinite spatial domain ⋮ Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models ⋮ Stefan problems for reflected SPDEs driven by space-time white noise ⋮ Existence of invariant measures for reflected stochastic partial differential equations

Cites Work

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• A Stefan-type stochastic moving boundary problem
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• Hitting properties of parabolic s.p.d.e.'s with reflection.
• White noise driven quasilinear SPDEs with reflection
• White noise driven SPDEs with reflection
• A stochastic Stefan-type problem under first-order boundary conditions
• A stochastic Stefan problem
• Stochastic reaction diffusion equations on an infinite interval with reflection

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