Pardoux, White noise driven SPDEs with reflection, Probab. Theory Rel. Fields 95 (1993) 1-24.C. Donati-Martin and E. Pardoux, White noise driven SPDEs with reflection, Probab. Theory Relat. Fields, 95, 1-24, 1993.Donati-Martin C,Pardoux E. White noise driven SPDEs with reflection[J...
Stefan Problems for Reflected SPDEs Driven by Space-Time White Noise We prove the existence and uniqueness of solutions to a one-dimensional Stefan Problem for reflected SPDEs which are driven by space-time white noise. The solutions are shown to exist until almost surely positive blow-up times...
Stochastic maximum principleStochastic partial differential equationOptimal controlAdjoint processWe prove the maximum principle of Pontryagin's type for the optimal control of a stochastic partial differential equation driven by a white noise under the hypothesis that the control domain is convex....
南京师范大学 Nanjing Normal University A partial introduction to white noise theory with applications to SPDEs 讲座论坛 0 2017-12-22 10:30 行健楼学术活动室526
(1997). Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space-time white noise. J. Funct. Anal. 149, 200-225.D. Nualart, B. Rozovskii, Weighted stochastic Sobolev spaces and bilinear SPDEs driven by space- time white noise, J. Funct. Anal. 149 (1) (1997) 200-225....
Nualart, D., Pardoux, E.: White noise driven quasilinear SPDEs with reflection. Probab. Theory Relat. Fields 93 , 77–89 (1992) MATH MathSciNetNualart, D, Pardoux, E (1992) White noise driven quasilinear SPDEs with reflection. Probab. Theory Relat. Fields 93: pp. 77-89...
Xu, T., Zhang, T.: White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles. Stoch. Process. Appl. 119 (10), 3453–3470 (2009)Xu, T.G., Zhang, T.S., White noise driven SPDEs with reflection: existence, uniqueness and large deviation principles. ...
The method is to use approximations of penalized systems of SPDEs. Using a priori estimates for the solutions of the penalized systems of SPDEs, we establish the existence of solutions of white noise driven SPDEs with oblique reflection. The uniqueness is proved by using the geometric property ...
Donati-Martin, Catherine & Pardoux, Etienne (1993): White noise driven SPDEs with reflection. ,Probability Theory and Related Fields 95(1),1-24.Donati-Martin, C., Pardoux, E.: White noise driven SPDEs with reflection. Probab. Theory Relat. Fields 95, 1-24 (1993)...
Zhang, White noise driven SPDEs with two reflecting walls. Infinite Dimen- sional Analysis, Quantum Probability and Related Topics 14, (2011) 647-659.Zhang, T., Yang, J. (2011). White noise driven SPDEs with two re- flecting walls. Inf. Dim. Anal. Quant. Probab. Rel. Top. 14:4...