The small time asymptotics of SPDEs with reflection
type: Item
instance of: scholarly article
title: The small time asymptotics of SPDEs with reflection
zbMATH Open document ID: 1469.60209
DOI: 10.1155/2014/264263
author: Juan Yang
author: Jianliang Zhai
author: Qing Zhou
published in: Abstract and Applied Analysis
publication date: 2019-02-14T00:00:00Z
review text: Summary: We study stochastic partial differential equations with singular drifts and with reflection, driven by space-time white noise with nonconstant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. As a byproduct, the Hölder continuity of the solution is obtained. The strong Feller property is also obtained. Moreover, we show large deviation principle.
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 7022046
zbMATH Keywords: strong Feller property
zbMATH Keywords: diffusion coefficients
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2014/264263
OpenAlex ID: W2022826431
Wikidata QID: Q59037302
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description: scientific article; zbMATH DE number 7022046