کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1156105 | 958802 | 2009 | 18 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles
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موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles](/preview/png/1156105.png)
چکیده انگلیسی
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.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Stochastic Processes and their Applications - Volume 119, Issue 10, October 2009, Pages 3453–3470
Journal: Stochastic Processes and their Applications - Volume 119, Issue 10, October 2009, Pages 3453–3470
نویسندگان
Tiange Xu, Tusheng Zhang,