WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS

DOI10.1142/S0219025711004523zbMath1235.60081MaRDI QIDQ3114606

Juan Yang, Tu-Sheng Zhang

Publication date: 19 February 2012

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

zbMATH Keywords

comparison theoremconvergence in distributionrandom measuresdeterministic obstacle problemsstochastic partial differential equations with two reflecting walls

Mathematics Subject Classification ID

Heat equation (35K05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic integral equations (60H20)

Related Items (8)

Talagrand’s quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls ⋮ Elliptic stochastic partial differential equations with two reflecting walls ⋮ Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls ⋮ The small time asymptotics of SPDEs with reflection ⋮ Existence and uniqueness of invariant measures for SPDEs with two reflecting walls ⋮ Reflected SPDEs driven by fractional noises ⋮ Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications ⋮ SPDEs with two reflecting walls and two singular drifts

Cites Work

• 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 SPDEs with reflection: Strong Feller properties and Harnack inequalities
• White noise driven quasilinear SPDEs with reflection
• White noise driven SPDEs with reflection
• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge

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