Title of article :
Systems of stochastic partial differential equations with reflection: Existence and uniqueness
Author/Authors :
Zhang، نويسنده , , Tusheng، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
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.
Keywords :
Stochastic partial differential equations with reflection , Systems of stochastic partial differential equations , random measures , Sobolev embedding
Journal title :
Stochastic Processes and their Applications
Journal title :
Stochastic Processes and their Applications