Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
Probability
2012-04-02 v1 Analysis of PDEs
Abstract
In this article, we study stochastic partial differential equations with two reflecting walls, 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
Cite
@article{arxiv.1203.6818,
title = {Existence and uniqueness of invariant measures for SPDEs with two reflecting walls},
author = {Juan Yang and Tusheng Zhang},
journal= {arXiv preprint arXiv:1203.6818},
year = {2012}
}