Title of article
White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles
Author/Authors
Xu، نويسنده , , Tiange and Zhang، نويسنده , , Tusheng، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2009
Pages
18
From page
3453
To page
3470
Abstract
In the first part of this paper, we prove the uniqueness of the solutions of SPDEs with reflection, which was left open in the paper [C. Donati-Martin, E. Pardoux, White noise driven SPDEs with reflection, Probab. Theory Related Fields 95 (1993) 1–24]. We also obtain the existence of the solution for more general coefficients depending on the past with a much shorter proof. In the second part of the paper, we establish a large deviation principle for SPDEs with reflection. The weak convergence approach is proven to be very efficient on this occasion.
Keywords
parabolic obstacle problems , Skeleton equations , Stochastic partial differential equations with reflection , Large deviation principles , weak convergence
Journal title
Stochastic Processes and their Applications
Serial Year
2009
Journal title
Stochastic Processes and their Applications
Record number
1578198
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