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

In this paper, we establish the existence and uniqueness of solutions of systems of stochastic partial differential equations (SPDEs) with reflection in a convex domain. The lack of comparison theorems for systems of SPDEs makes things delicate.

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Year of publication:	2011
Authors:	Zhang, Tusheng
Published in:	Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 121.2011, 6, p. 1356-1372
Publisher:	Elsevier
Keywords:	Systems of stochastic partial differential equations Stochastic partial differential equations with reflection Random measures Sobolev embedding

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009023940