• 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