White noise driven SPDEs with reflection

DOI10.1007/BF01197335zbMath0794.60059MaRDI QIDQ1326302

Etienne Pardoux, Catherine Donati-Martin

Publication date: 15 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

variational inequalitiescomparison theoremDirichlet boundary conditionsnonlinear heat equationexistence theorem

Mathematics Subject Classification ID

Partial differential inequalities and systems of partial differential inequalities (35R45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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• Stochastic partial differential equations and filtering of diffusion processes
• On the support of solutions to the heat equation with noise
• Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations

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