The small time asymptotics of SPDEs with reflection (Q1722502): Difference between revisions
From MaRDI portal
Latest revision as of 04:36, 18 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The small time asymptotics of SPDEs with reflection |
scientific article |
Statements
The small time asymptotics of SPDEs with reflection (English)
0 references
14 February 2019
0 references
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.
0 references
strong Feller property
0 references
diffusion coefficients
0 references
0 references
0 references
0 references
0 references
0 references
0 references