Abstract and Applied Analysis

The Small Time Asymptotics of SPDEs with Reflection

Juan Yang, Jianliang Zhai, and Qing Zhou

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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.

Article information

Source
Abstr. Appl. Anal., Volume 2014, Special Issue (2014), Article ID 264263, 13 pages.

Dates
First available in Project Euclid: 6 October 2014

Permanent link to this document
https://projecteuclid.org/euclid.aaa/1412607131

Digital Object Identifier
doi:10.1155/2014/264263

Mathematical Reviews number (MathSciNet)
MR3214413

Zentralblatt MATH identifier
07022046

Citation

Yang, Juan; Zhai, Jianliang; Zhou, Qing. The Small Time Asymptotics of SPDEs with Reflection. Abstr. Appl. Anal. 2014, Special Issue (2014), Article ID 264263, 13 pages. doi:10.1155/2014/264263. https://projecteuclid.org/euclid.aaa/1412607131


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