Existence and Uniqueness of Invariant Measures for SPDEs with Two Reflecting Walls

Juan Yang and Tusheng Zhang ()
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Juan Yang: University of Manchester
Tusheng Zhang: University of Manchester

Journal of Theoretical Probability, 2014, vol. 27, issue 3, 863-877

Abstract: Abstract In this article, we study stochastic partial differential equations with two reflecting walls h 1 and h 2, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. The strong Feller property is also obtained.

Keywords: Stochastic partial differential equations with two reflecting walls; White noise; Heat equation; Invariant measures; Coupling; Strong Feller property; 60H15; 60J35 (search for similar items in EconPapers)
Date: 2014
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DOI: 10.1007/s10959-012-0448-x

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