White noise driven SPDEs with reflection

DOI10.1007/BF01197335zbMath0794.60059MaRDI QIDQ1326302

Etienne Pardoux, Catherine Donati-Martin

Publication date: 15 August 1994

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

zbMATH Keywords

variational inequalities; comparison theorem; Dirichlet boundary conditions; nonlinear heat equation; existence theorem

Mathematics Subject Classification ID

35R45: Partial differential inequalities and systems of partial differential inequalities

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

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