Systems of stochastic partial differential equations with reflection: Existence and uniqueness

Tusheng Zhang

Stochastic Processes and their Applications, 2011, vol. 121, issue 6, 1356-1372

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.

Keywords: Systems; of; stochastic; partial; differential; equations; Stochastic; partial; differential; equations; with; reflection; Random; measures; Sobolev; embedding (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (3)

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