White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles
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Publication:734647
DOI10.1016/j.spa.2009.06.005zbMath1175.60068MaRDI QIDQ734647
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
weak convergence; parabolic obstacle problems; stochastic partial differential equations with reflection; large deviation principles; skeleton equations
60F05: Central limit and other weak theorems
60F10: Large deviations
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
Related Items
Hölder continuity of solutions of SPDEs with reflection, Large deviations for invariant measures of SPDEs with two reflecting walls, Existence and uniqueness of invariant measures for SPDEs with two reflecting walls, Systems of stochastic partial differential equations with reflection: existence and uniqueness, White noise driven SPDEs with reflection: Strong Feller properties and Harnack inequalities, Scaling limits of weakly asymmetric interfaces, The obstacle problem for quasilinear stochastic PDEs: analytical approach, Elliptic stochastic partial differential equations with two reflecting walls, WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS
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