Systems of stochastic partial differential equations with reflection: existence and uniqueness

DOI10.1016/j.spa.2011.02.003zbMath1218.60059OpenAlexW1966045414MaRDI QIDQ544523

Tu-Sheng Zhang

Publication date: 15 June 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2011.02.003

zbMATH Keywords

Sobolev embeddingrandom measuresstochastic partial differential equations with reflectionsystems of stochastic partial differential equations

Mathematics Subject Classification ID

Diffusion processes (60J60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (7)

Reflected stochastic partial differential equations with jumps ⋮ Backward doubly SDEs and semilinear stochastic PDEs in a convex domain ⋮ Systems of reflected stochastic PDEs in a convex domain: analytical approach ⋮ Reflected backward stochastic partial differential equations in a convex domain ⋮ Reflecting image-dependent SDEs in Wasserstein space and large deviation principle ⋮ Reflected backward stochastic partial differential equations with jumps in a convex domain ⋮ White noise driven SPDEs with oblique reflection: existence and uniqueness

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.
• Stochastic variational inequalities of parabolic type
• 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
• Stochastic partial differential equations with reflection and Malliavin calculus
• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• A concise course on stochastic partial differential equations
• Conservative stochastic Cahn-Hilliard equation with reflection
• Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
• Stochastic Equations in Infinite Dimensions

This page was built for publication: Systems of stochastic partial differential equations with reflection: existence and uniqueness