Stochastic partial differential equations with reflection and Malliavin calculus

zbMath0884.60049MaRDI QIDQ1365487

Catherine Donati-Martin, Etienne Pardoux

Publication date: 4 September 1997

Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)

zbMATH Keywords

Malliavin calculusstochastic partial differential equationsheat equation with reflection

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (9)

Systems of reflected stochastic PDEs in a convex domain: analytical approach ⋮ Hölder continuity of solutions of SPDEs with reflection ⋮ Reflection of stochastic evolution equations in infinite dimensional domains ⋮ Large deviations for invariant measures of SPDEs with two reflecting walls ⋮ Absolute continuity of the laws of one-dimensional reflected stochastic differential equations involving the maximum process ⋮ Systems of stochastic partial differential equations with reflection: existence and uniqueness ⋮ White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles ⋮ Stochastic Burgers type equations with reflection: existence, uniqueness ⋮ SPDEs with two reflecting walls and two singular drifts

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