The stochastic reflection problem with multiplicative noise

DOI10.1016/j.na.2012.02.013zbMath1239.35191arXiv1104.4604MaRDI QIDQ417760

Viorel Barbu

Publication date: 14 May 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4604

zbMATH Keywords

probability space; Itô's formula; random parabolic equation; stochastic variational inequality

Mathematics Subject Classification ID

35R45: Partial differential inequalities and systems of partial differential inequalities

30D35: Value distribution of meromorphic functions of one complex variable, Nevanlinna theory

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

35R60: PDEs with randomness, stochastic partial differential equations

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Cites Work

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