Hölder continuity of solutions of SPDEs with reflection

DOI10.1007/s40304-013-0009-3zbMath1277.60107OpenAlexW1990733013MaRDI QIDQ376060

Robert C. Dalang, Tu-Sheng Zhang

Publication date: 1 November 2013

Published in: Communications in Mathematics and Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40304-013-0009-3

zbMATH Keywords

random measureparabolic obstacle problemGarsia's lemmastochastic partial differential equations with reflection

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (8)

Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications ⋮ A large deviation principle for reflected SPDEs on infinite spatial domain ⋮ Stochastic heat equation with Burgers term driven by fractional noises with two reflecting walls ⋮ The small time asymptotics of SPDEs with reflection ⋮ Hypercontractivity for space-time white noise driven SPDEs with reflection ⋮ Reflected SPDEs driven by fractional noises ⋮ A reflected moving boundary problem driven by space-time white noise ⋮ Existence of invariant measures for reflected stochastic partial differential equations

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• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• Approximation and support theorem in Hölder norm for parabolic stochastic partial differential equations
• Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge

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