Stochastic variational inequalities of parabolic type (Q914256)
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English | Stochastic variational inequalities of parabolic type |
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Stochastic variational inequalities of parabolic type (English)
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1989
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This paper considers stochastic partial differential equations of parabolic type with reflection. The major contribution is a construction of continuous, strong solutions to the differential equation under consideration. This is a very nice result, and strengthens previous results, but is obtained under somewhat stronger conditions on the coefficients of the differential equations than have previously been assumed. A further restriction is that only real-valued processes are considered.
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stochastic partial differential equations of parabolic type with reflection
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strong solutions
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