Elliptic stochastic partial differential equations with two reflecting walls
Probability
2014-03-25 v1
Abstract
In this article, we study elliptic stochastic partial differential equations with two reflect- ing walls h1 and h2, driven by multiplicative noise. The existence and uniqueness of the solutions are established.
Keywords
Cite
@article{arxiv.1403.5834,
title = {Elliptic stochastic partial differential equations with two reflecting walls},
author = {Wen Yue and Tusheng Zhang},
journal= {arXiv preprint arXiv:1403.5834},
year = {2014}
}
Comments
16 pages