The Small Time Asymptotics of SPDEs with Reflection
We study stochastic partial differential equations with singular drifts and with reflection, driven by space-time white noise with nonconstant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. As...
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| Format: | Article |
| Language: | English |
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Wiley
2014-01-01
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| Series: | Abstract and Applied Analysis |
| Online Access: | http://dx.doi.org/10.1155/2014/264263 |
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| _version_ | 1832554600368963584 |
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| author | Juan Yang Jianliang Zhai Qing Zhou |
| author_facet | Juan Yang Jianliang Zhai Qing Zhou |
| author_sort | Juan Yang |
| collection | DOAJ |
| description | We study stochastic partial differential equations with singular drifts and with reflection, driven by space-time white noise with nonconstant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. As a byproduct, the Hölder continuity of the solution is obtained. The strong Feller property is also obtained. Moreover, we show large deviation principle. |
| format | Article |
| id | doaj-art-e00fe04a309b47bb81208432352df03f |
| institution | Kabale University |
| issn | 1085-3375 1687-0409 |
| language | English |
| publishDate | 2014-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Abstract and Applied Analysis |
| spelling | doaj-art-e00fe04a309b47bb81208432352df03f2025-02-03T05:51:06ZengWileyAbstract and Applied Analysis1085-33751687-04092014-01-01201410.1155/2014/264263264263The Small Time Asymptotics of SPDEs with ReflectionJuan Yang0Jianliang Zhai1Qing Zhou2School of Science, Beijing University of Posts and Telecommunications, No. 10 Xitucheng Road, Haidian District, Beijing 100875, ChinaSchool of Mathematical Sciences, University of Science and Technology of China, Hefei, Anhui 230026, ChinaSchool of Science, Beijing University of Posts and Telecommunications, No. 10 Xitucheng Road, Haidian District, Beijing 100875, ChinaWe study stochastic partial differential equations with singular drifts and with reflection, driven by space-time white noise with nonconstant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. As a byproduct, the Hölder continuity of the solution is obtained. The strong Feller property is also obtained. Moreover, we show large deviation principle.http://dx.doi.org/10.1155/2014/264263 |
| spellingShingle | Juan Yang Jianliang Zhai Qing Zhou The Small Time Asymptotics of SPDEs with Reflection Abstract and Applied Analysis |
| title | The Small Time Asymptotics of SPDEs with Reflection |
| title_full | The Small Time Asymptotics of SPDEs with Reflection |
| title_fullStr | The Small Time Asymptotics of SPDEs with Reflection |
| title_full_unstemmed | The Small Time Asymptotics of SPDEs with Reflection |
| title_short | The Small Time Asymptotics of SPDEs with Reflection |
| title_sort | small time asymptotics of spdes with reflection |
| url | http://dx.doi.org/10.1155/2014/264263 |
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