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ArticleWhite noise driven SPDEs with reflection

Catherine Donati-Martin1993

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Articlebronze1993

White noise driven SPDEs with reflection

Catherine Donati-Martin · Étienne Pardoux

144 citations·0/0 files stored·Probability Theory and Related Fields

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Stochastic processes and financial applications Nonlinear Partial Differential Equations Stochastic processes and statistical mechanics

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References

2006An introduction to stochastic partial differential equations 1980Stochastic partial differential equations and filtering of diffusion processes 1987Stochastic differential equations for multi-dimensional domain with reflecting boundary 1992White noise driven quasilinear SPDEs with reflection

Cited by

1999Space-time continuous solutions to SPDE's driven by a homogeneous Wiener process 1998Malliavin Calculus for White Noise Driven Parabolic SPDEs 1993On quasi-linear stochastic partial differential equations 2009White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles 2002Integration by parts formulae on convex sets of paths and applications to SPDEs with reflection 2019Large Deviation Principles of Obstacle Problems for Quasilinear Stochastic PDEs 2008Regularity of the density for the stochastic heat equation 2010The obstacle problem for quasilinear stochastic PDE’s

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2009White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principlesarticle · 2 shared references 1989Stochastic variational inequalities of parabolic typearticle · 2 shared references 2002Stochastic PDEs Driven by Nonlinear Noise and Backward Doubly SDEsarticle · 2 shared references 1990Optimal Controls for Stochastic Partial Differential Equationsarticle · 2 shared references 1990Numerical Methods for Stochastic Control Problems in Continuous Timearticle · 1 shared reference 1999Extending the Martingale Measure Stochastic Integral With Applications to Spatially Homogeneous S.P.D.E.'sarticle · 1 shared reference

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Year1993

Typearticle

Published1993-03-01

VenueProbability Theory and Related Fields

ISSN-L0178-8051

Languageen

Citations144

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1007/bf01197335

openalex_workW2044804344

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