Elliptic stochastic partial differential equations with two reflecting walls

DOI10.1142/S0219025714500258MaRDI QIDQ2937040zbMATH OpenFDO

Authors Wen Yue, Tu-Sheng Zhang

Publication date 7 January 2015

Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.5834

zbMATH Keywords

reflecting wallsrandom measureselliptic stochastic partial differential equationselliptic deterministic obstacle problems

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Random measures (60G57)

Abstract: In this article, we study elliptic stochastic partial differential equations with two reflect- ing walls h1 and h2, driven by multiplicative noise. The existence and uniqueness of the solutions are established.

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Cites work

• A fractional Poisson equation: existence, regularity and approximations of the solution
• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• Nonlinear elliptic and parabolic equations involving measure data
• Quasilinear stochastic elliptic equations with reflection
• WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS
• White noise driven SPDEs with reflection
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• White noise driven quasilinear SPDEs with reflection

Cited in

(3)

• Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
• A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional
• Stochastic partial differential equations with two reflecting walls

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