A stochastic moving boundary value problem

MaRDI QIDQ1928865zbMATH OpenFDO

Authors Kunwoo Kim, Richard B. Sowers, Carl Mueller

Publication date 4 January 2013

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ijm/1336049982

Mathematics Subject Classification ID

Free boundary problems for PDEs (35R35) PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stefan problems, phase changes, etc. (80A22)

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Cites work

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Cited in

(8)

• A stochastic Stefan-type problem under first-order boundary conditions
• A stochastic Stefan problem
• Numerical analysis of the stochastic moving boundary problem
• scientific article; zbMATH DE number 4199190 (Why is no real title available?)
• The moving-eigenvalue method: hitting time for Itô processes and moving boundaries
• A Stefan-type stochastic moving boundary problem
• Convergence of the solutions for a stochastic Stefan-type system with Robin boundary conditions
• Stochastic Stefan problem on moving hypersurfaces: an approach by a new framework of nonhomogeneous monotonicity

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