Systems of Reflected Stochastic PDEs in a Convex Domain: Analytical Approach

DOI10.1016/J.JDE.2021.02.051arXiv1804.08478MaRDI QIDQ6300684FDOQ6300684

Publication date: 23 April 2018

Abstract: In this paper, we establish an existence and uniqueness result for system of quasilinear stochastic partial differential equations (SPDEs for short) with reflection in a convex domain in R^k by analytical approach. The method is based on the approximation of the penalized systems of SPDEs.

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Potentials and capacities, extremal length and related notions in higher dimensions (31B15) PDEs with randomness, stochastic partial differential equations (35R60) Probabilistic potential theory (60J45)

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