White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles

DOI10.1016/J.SPA.2009.06.005zbMATH Open1175.60068OpenAlexW1964522778MaRDI QIDQ734647FDOQ734647

Authors: Tiange Xu, Tu-Sheng Zhang 

Publication date: 13 October 2009

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

Full work available at URL: https://doi.org/10.1016/j.spa.2009.06.005

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zbMATH Keywords

weak convergenceparabolic obstacle problemsstochastic partial differential equations with reflectionlarge deviation principlesskeleton equations

Mathematics Subject Classification ID

Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05)

Cites Work

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• White noise driven SPDEs with reflection
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• A reflected stochastic heat equation as symmetric dynamics with respect to the 3-d Bessel bridge
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• Fluctuations for \(\nabla \varphi \) interface model on a wall.
• Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
• Large deviations for a reaction-diffusion equation with non-Gaussian perturbations

Cited In (57)

• Large deviation principle for the mean reflected stochastic differential equation with jumps
• Reflected SPDEs driven by fractional noises
• Scaling limits of weakly asymmetric interfaces
• SPDEs with two reflecting walls and two singular drifts
• The obstacle problem for quasilinear stochastic PDEs with non-homogeneous operator
• The small time asymptotics of SPDEs with reflection
• Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
• A reflected moving boundary problem driven by space-time white noise
• Hypercontractivity for space-time white noise driven SPDEs with reflection
• The obstacle problem for stochastic porous media equations
• Hölder continuity of solutions of SPDEs with reflection
• Wang's Harnack inequalities for space-time white noises driven SPDEs with two reflecting walls and their applications
• Systems of stochastic partial differential equations with reflection: existence and uniqueness
• Reflected backward stochastic partial differential equations with jumps in a convex domain
• The obstacle problem for quasilinear stochastic PDEs with degenerate operator
• White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities
• Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
• White noise driven quasilinear SPDEs with reflection
• Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls
• Moderate deviations for a stochastic wave equation in dimension three
• Systems of small-noise stochastic reaction-diffusion equations satisfy a large deviations principle that is uniform over all initial data
• Backward doubly SDEs and semilinear stochastic PDEs in a convex domain
• Elliptic stochastic partial differential equations with two reflecting walls
• Talagrand's quadratic transportation cost inequalities for reflected SPDEs driven by space-time white noise
• The existence and uniqueness result for quasilinear stochastic PDEs with obstacle under weaker integrability conditions
• Large deviations for invariant measures of SPDEs with two reflecting walls
• Title not available (Why is that?)
• The dynamics of the stochastic shadow Gierer-Meinhardt system
• Central limit theorem and moderate deviations for a perturbed stochastic Cahn-Hilliard equation
• Reflection of stochastic evolution equations in infinite dimensional domains
• Reflecting image-dependent SDEs in Wasserstein space and large deviation principle
• A transportation inequality for reflected SPDEs on infinite spatial domain
• The obstacle problem for quasilinear stochastic PDEs: analytical approach
• Systems of reflected stochastic PDEs in a convex domain: analytical approach
• A large deviation principle for reflected SPDEs on infinite spatial domain
• Large deviation principle for SDEs with Dini continuous drifts
• WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS
• The obstacle problem for quasilinear stochastic PDEs with Neumann boundary condition
• Log-Harnack inequality for reflected SPDEs driven by multiplicative noises and its applications
• Large deviation principle for stochastic Burgers type equation with reflection
• Existence of invariant measures for reflected stochastic partial differential equations
• Stefan problems for reflected SPDEs driven by space-time white noise
• White noise driven SPDEs with oblique reflection: existence and uniqueness
• The obstacle problem for quasilinear stochastic integral-partial differential equations
• Stochastic Burgers type equations with reflection: existence, uniqueness
• Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models
• Reflected backward stochastic partial differential equations in a convex domain
• Large deviation principles of obstacle problems for quasilinear stochastic PDEs
• Stochastic partial differential equation with reflection driven by fractional noises
• Stochastic Burgers type equations with two reflecting walls: existence, uniqueness and exponential ergodicity
• SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
• A large deviation principle for the stochastic heat equation with general rough noise
• Averaging principle for reflected stochastic evolution equations
• Averaging Principle for Two Time-Scales Stochastic Partial Differential Equations with Reflection
• A large deviation principle for nonlinear stochastic wave equation driven by rough noise
• Moderate deviations for a stochastic Schrödinger equation with linear drift
• Large deviation principle of stochastic evolution equations with reflection

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