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
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
Journal title :
Stochastic Processes and their Applications