Stochastic partial differential equation with reflection driven by fractional noises

DOI10.1080/17442508.2019.1602128MaRDI QIDQ5086473zbMATH OpenOpenAlexWikidataFDO

Authors Suxin Wang, Yiming Jiang, Yongjin Wang

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508.2019.1602128

zbMATH Keywords

fractional Brownian motionlarge deviation principlereflected stochastic partial differential equation

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cites work

• FRACTIONAL BROWNIAN MOTION AND STOCHASTIC EQUATIONS IN HILBERT SPACES
• Growing fractal interfaces in the presence of self-similar hopping surface diffusion
• Heat equations with fractional white noise potentials
• Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
• LARGE DEVIATION PRINCIPLE FOR SOLUTIONS TO SDE DRIVEN BY MARTINGALE MEASURE
• Large deviation principle for the fourth-order stochastic heat equations with fractional noises
• On a Class of Stochastic Anderson Models with Fractional Noises
• REGULARIZATION OF QUASILINEAR HEAT EQUATIONS BY A FRACTIONAL NOISE
• STOCHASTIC CAHN–HILLIARD EQUATION WITH FRACTIONAL NOISE
• Stochastic calculus with respect to Gaussian processes
• Stochastic generalized Burgers equations driven by fractional noises
• Stochastic partial differential equations with two reflecting walls
• Uniform large deviations for parabolic SPDEs and applications
• White noise driven quasilinear SPDEs with reflection
• White noise driven SPDEs with reflection
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities

Cited in

(7)

• Reflected SPDEs driven by fractional noises
• Talagrand's quadratic transportation cost inequalities for SPDEs driven by fractional noises with two reflection walls
• Large deviation principle on stochastic elliptic equations driven by fractional noises
• LIMIT OF SOLUTIONS OF A SPDE DRIVEN BY MARTINGALE MEASURE WITH REFLECTION
• A large deviation principle for reflected SPDEs on infinite spatial domain
• Exponential convergence for nonlinear SPDEs with double reflecting walls
• White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles

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