Occupation densities for SPDEs with reflection.

DOI10.1214/aop/1078415833zbMath1121.60069arXivmath/0204313MaRDI QIDQ1879850

Lorenzo Zambotti

Publication date: 15 September 2004

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0204313

zbMATH Keywords

stochastic partial differential equations with reflection; local times and additive functionals

Mathematics Subject Classification ID

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

60J55: Local time and additive functionals

Related Items

Existence of invariant measures for reflected stochastic partial differential equations, Bessel SPDEs with general Dirichlet boundary conditions, Bessel SPDEs and renormalised local times, A brief and personal history of stochastic partial differential equations, Conservative stochastic Cahn-Hilliard equation with reflection

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Occupation densities
• Introduction to the theory of (non-symmetric) Dirichlet forms
• White noise driven quasilinear SPDEs with reflection
• Dirichlet forms and symmetric Markov processes
• Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection
• Hitting properties of a random string
• Integration by parts on \(\delta\)-Bessel bridges, \(\delta>3\), and related SPDEs
• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• Ergodicity for Infinite Dimensional Systems
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge