White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
From MaRDI portal
Publication:734647
DOI10.1016/j.spa.2009.06.005zbMath1175.60068MaRDI QIDQ734647
Publication date: 13 October 2009
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spa.2009.06.005
weak convergence; parabolic obstacle problems; stochastic partial differential equations with reflection; large deviation principles; skeleton equations
60F05: Central limit and other weak theorems
60F10: Large deviations
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls, Central limit theorem and moderate deviations for a perturbed stochastic Cahn–Hilliard equation, Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models, The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition, SPDEs with two reflecting walls and two singular drifts, The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator, Hölder continuity of solutions of SPDEs with reflection, Large deviations for invariant measures of SPDEs with two reflecting walls, Existence and uniqueness of invariant measures for SPDEs with two reflecting walls, Systems of stochastic partial differential equations with reflection: existence and uniqueness, Existence of invariant measures for reflected stochastic partial differential equations, The dynamics of the stochastic shadow Gierer-Meinhardt system, White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities, Moderate deviations for a stochastic wave equation in dimension three, The small time asymptotics of SPDEs with reflection, Hypercontractivity for space-time white noise driven SPDEs with reflection, Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications, Reflected SPDEs driven by fractional noises, Scaling limits of weakly asymmetric interfaces, Large deviation principles of obstacle problems for quasilinear stochastic PDEs, Reflected backward stochastic partial differential equations in a convex domain, The obstacle problem for quasilinear stochastic PDEs with degenerate operator, Stefan problems for reflected SPDEs driven by space-time white noise, A reflected moving boundary problem driven by space-time white noise, Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise, Stochastic Burgers type equations with reflection: existence, uniqueness, Reflected backward stochastic partial differential equations with jumps in a convex domain, Backward doubly SDEs and semilinear stochastic PDEs in a convex domain, The obstacle problem for quasilinear stochastic PDEs: analytical approach, Systems of reflected stochastic PDEs in a convex domain: analytical approach, Elliptic stochastic partial differential equations with two reflecting walls, WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS, The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Hitting properties of parabolic s.p.d.e.'s with reflection.
- Stochastic variational inequalities of parabolic type
- Large deviations for infinite dimensional stochastic dynamical systems
- White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- White noise driven quasilinear SPDEs with reflection
- White noise driven SPDEs with reflection
- Stochastic partial differential equations with reflection and Malliavin calculus
- Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
- Fluctuations for \(\nabla \varphi \) interface model on a wall.
- A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge