Article ID Journal Published Year Pages File Type
1155979 Stochastic Processes and their Applications 2011 17 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)
Authors
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