Systems of reflected stochastic PDEs in a convex domain: analytical approach
DOI10.1016/j.jde.2021.02.051OpenAlexW3135603051MaRDI QIDQ2661239
Publication date: 1 April 2021
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.08478
convexitypenalization methodsystems of stochastic partial differential equationsreflection problemrandom signed measure
Probabilistic potential theory (60J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Potentials and capacities, extremal length and related notions in higher dimensions (31B15)
Cites Work
- Unnamed Item
- Unnamed Item
- Systems of stochastic partial differential equations with reflection: existence and uniqueness
- White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
- Hitting properties of parabolic s.p.d.e.'s with reflection.
- Skorohod problem and multivalued stochastic evolution equations in Banach spaces
- Stochastic variational inequalities of parabolic type
- White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
- Stochastic differential equations with reflecting boundary condition in convex regions
- White noise driven quasilinear SPDEs with reflection
- White noise driven SPDEs with reflection
- Stochastic partial differential equations with reflection and Malliavin calculus
- A general analytical result for non-linear {SPDE}'s and applications
- Solutions of stochastic partial differential equations considered as Dirichlet processes
- Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
- A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
This page was built for publication: Systems of reflected stochastic PDEs in a convex domain: analytical approach
