The Small Time Asymptotics of SPDEs with Reflection

Juan Yang, Jianliang Zhai and Qing Zhou

Abstract and Applied Analysis, 2014, vol. 2014, 1-13

Abstract:

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.

Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlaaa:264263

DOI: 10.1155/2014/264263

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