Hitting properties of parabolic s.p.d.e.'s with reflection.

DOI10.1214/009117905000000792zbMath1128.60050arXivmath/0410414OpenAlexW3124250093MaRDI QIDQ850973

Robert C. Dalang, Lorenzo Zambotti, Carl E. Mueller

Publication date: 8 November 2006

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0410414

zbMATH Keywords

stochastic partial differential equations singular coefficients reflecting nonlinearity stochastic obstacle problem

Mathematics Subject Classification ID

Probabilistic potential theory (60J45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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