A Stochastic Stefan Problem

Kunwoo Kim (), Zhi Zheng () and Richard B. Sowers ()
Additional contact information
Kunwoo Kim: University of Illinois at Urbana-Champaign
Zhi Zheng: University of Illinois at Urbana-Champaign
Richard B. Sowers: University of Illinois at Urbana-Champaign

Journal of Theoretical Probability, 2012, vol. 25, issue 4, 1040-1080

Abstract: Abstract We consider a stochastic perturbation of the Stefan problem. The noise is Brownian in time and smoothly correlated in space. We prove existence and uniqueness and characterize the domain of existence.

Keywords: Stochastic partial differential equations; Stefan boundary condition; Spatially correlated noise; 60H15; 35R35; 80A22 (search for similar items in EconPapers)
Date: 2012
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://link.springer.com/10.1007/s10959-011-0392-1 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:jotpro:v:25:y:2012:i:4:d:10.1007_s10959-011-0392-1

Ordering information: This journal article can be ordered from
https://www.springer.com/journal/10959

DOI: 10.1007/s10959-011-0392-1

Access Statistics for this article

Journal of Theoretical Probability is currently edited by Andrea Monica

More articles in Journal of Theoretical Probability from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().