The small time asymptotics of SPDEs with reflection (Q1722502)

From MaRDI portal
Revision as of 02:05, 20 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
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
    0 references
    0 references
    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

    Identifiers