Existence and uniqueness of invariant measures for SPDEs with two reflecting walls

DOI10.1007/s10959-012-0448-xzbMath1308.60081arXiv1203.6818MaRDI QIDQ471517

Juan Yang, Tu-Sheng Zhang

Publication date: 17 November 2014

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

Full work available at URL: https://arxiv.org/abs/1203.6818

zbMATH Keywords

heat equation; stochastic partial differential equations; invariant measures; white noise; strong Feller property

Mathematics Subject Classification ID

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

60J35: Transition functions, generators and resolvents

Related Items

Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls, A large deviation principle for reflected SPDEs on infinite spatial domain, SPDEs with two reflecting walls and two singular drifts, Existence of invariant measures for reflected stochastic partial differential equations, Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications, Reflected SPDEs driven by fractional noises, Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
• Large deviations for the invariant measure of a reaction-diffusion equation with non-Gaussian perturbations
• White noise driven quasilinear SPDEs with reflection
• Coupling and invariant measures for the heat equation with noise
• White noise driven SPDEs with reflection
• Strong Feller property and irreducibility for diffusions on Hilbert spaces
• WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
• Stochastic Equations in Infinite Dimensions