Systems of stochastic partial differential equations with reflection: existence and uniqueness

DOI10.1016/J.SPA.2011.02.003MaRDI QIDQ544523zbMATH OpenOpenAlexFDO

Authors Tu-Sheng Zhang

Publication date 15 June 2011

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spa.2011.02.003

zbMATH Keywords

random measuresSobolev embeddingstochastic partial differential equations with reflectionsystems of stochastic partial differential equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60)

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Cites work

• A concise course on stochastic partial differential equations
• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
• Conservative stochastic Cahn-Hilliard equation with reflection
• Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
• Fluctuations for interface model on a wall.
• Hitting properties of parabolic s.p.d.e.'s with reflection.
• Stochastic Equations in Infinite Dimensions
• Stochastic partial differential equations with reflection and Malliavin calculus
• Stochastic variational inequalities of parabolic type
• 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

(16)

• Reflected backward stochastic partial differential equations in a convex domain
• Stochastic Burgers type equations with reflection: existence, uniqueness
• Reflected backward stochastic partial differential equations with jumps in a convex domain
• White noise driven SPDEs with oblique reflection: existence and uniqueness
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
• Systems of reflected stochastic PDEs in a convex domain: analytical approach
• Reflected stochastic partial differential equations with jumps
• scientific article; zbMATH DE number 7112241 (Why is no real title available?)
• Reflection of stochastic evolution equations in infinite dimensional domains
• Reflecting image-dependent SDEs in Wasserstein space and large deviation principle
• Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• Mean reflected backward stochastic partial differential equations
• White noise-driven stochastic partial differential equations with mean reflection
• Reflected stochastic Burgers equation with jumps
• Reflected backward stochastic partial differential equations driven by Teugels martingales

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