Quasilinear stochastic elliptic equations with reflection: The existence of a density (Q1283375)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Quasilinear stochastic elliptic equations with reflection: The existence of a density |
scientific article |
Statements
Quasilinear stochastic elliptic equations with reflection: The existence of a density (English)
0 references
29 September 1999
0 references
It is shown that the law of the solution of an elliptic stochastic partial differential equation with additive white noise reflected at zero is absolutely continuous with respect to Lebesgue measure. The proof requires the Malliavin calculus, some methods of variational inequalities and ordinary partial differential equations driven by measure data. Preliminary matter on these methods is provided.
0 references
stochastic partial differential equations
0 references
Malliavin calculus
0 references
variational inequalities
0 references