The small time asymptotics of SPDEs with reflection (Q1722502)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The small time asymptotics of SPDEs with reflection |
scientific article; zbMATH DE number 7022046
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The small time asymptotics of SPDEs with reflection |
scientific article; zbMATH DE number 7022046 |
Statements
The small time asymptotics of SPDEs with reflection (English)
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
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8307216763496399
0 references
0.8082432150840759
0 references
0.8019251823425293
0 references
0.8003673553466797
0 references
