Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations (Q2672558)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations |
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Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations (English)
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13 June 2022
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By establishing a nonlinear Feynman-Kac formula, the mass-conserving SPDEs on a bounded domain are linked to backward doubly stochastic differential equations. Next, by using the Poincaré inequality, stationary solutions are studied for the infinite horizon mass-conserving SPDEs without monotonic conditions. Finally, the existence and the stationarity are derived for solutions of non-Lipschitz mass-conserving stochastic Allen-Cahn equations.
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stochastic partial differential equations
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mass-conservative
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backward doubly stochastic differential equations
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Neumann boundary condition
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stationary solution
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stochastic Allen-Cahn equation
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