Reflected SPDEs driven by fractional noises
type: Item
instance of: scholarly article
title: Reflected SPDEs driven by fractional noises
zbMATH Open document ID: 1440.60030
author: Juan Yang
author: Qing Zhou
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2020-04-15T00:00:00Z
review text: The authors study a stochastic partial differential equation (SPDE) with two reflecting smooth barriers. The equation is driven by an additive fractional noise, which is fractional in time and white in space. One purpose of the paper is to obtain the existence and uniqueness of the solution of SPDE and its Hölder continuity with respect to the time and space variables. Another goal is to establish a large deviation principle for the solution of the SPDE of such type but with a small noise. The main approach to obtaining the large deviation principle is to prove the regularity of the skeleton and to combine it with the Freidlin-Wentzell inequality.
Mathematics Subject Classification ID: 60G22
Mathematics Subject Classification ID: 60H15
Mathematics Subject Classification ID: 60F10
zbMATH DE Number: 7189528
zbMATH Keywords: stochastic partial differential equations with two reflecting walls
zbMATH Keywords: fractional Brownian motion
zbMATH Keywords: large deviation principle
zbMATH Keywords: Hölder continuity
zbMATH Keywords: Freidlin-Wentzell inequality
reviewed by: Yuliya S. Mishura
MaRDI profile type: Publication
full work available at URL: s10255-020-0938-z
OpenAlex ID: W3016125572
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DOI: 10.1007/S10255-020-0938-Z
description: scientific article; zbMATH DE number 7189528