A stochastic Stefan problem

DOI10.1007/s10959-011-0392-1zbMath1261.60064MaRDI QIDQ1930531

Richard B. Sowers, Zhi Zheng, Kunwoo Kim

Publication date: 11 January 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-011-0392-1

zbMATH Keywords

Stefan problem; stochastic partial differential equation; spatially correlated noise; Stefan boundary condition

Mathematics Subject Classification ID

80A22: Stefan problems, phase changes, etc.

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

35R35: Free boundary problems for PDEs

Related Items

Limit Order Books, Diffusion Approximations and Reflected SPDEs: From Microscopic to Macroscopic Models, A Stefan-type stochastic moving boundary problem, A stochastic Stefan-type problem under first-order boundary conditions, Stefan problems for reflected SPDEs driven by space-time white noise, A reflected moving boundary problem driven by space-time white noise, Hydrodynamic limit and propagation of chaos for Brownian particles reflecting from a Newtonian barrier

Cites Work

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• Strong Solutions of Stochastic Generalized Porous Media Equations: Existence, Uniqueness, and Ergodicity
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