Elliptic stochastic partial differential equations with two reflecting walls

DOI10.1142/S0219025714500258zbMATH Open1307.60095arXiv1403.5834MaRDI QIDQ2937040FDOQ2937040

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)

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.

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

Recommendations

• Stochastic partial differential equations with two reflecting walls
• SPDEs with two reflecting walls and two singular drifts
• Quasilinear stochastic elliptic equations with reflection
• scientific article; zbMATH DE number 1556367
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary conditions
• Stochastic partial differential equations with reflection and Malliavin calculus
• Quasilinear stochastic elliptic equations with reflection: The existence of a density

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)

Cites Work

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

This page was built for publication: Elliptic stochastic partial differential equations with two reflecting walls

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2937040)