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
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles
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
نویسندگان
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