SPDEs with two reflecting walls and two singular drifts
Probability
2015-05-18 v1
Abstract
We study SPDEs with two reflecting walls , and two singular drifts , , driven by space-time white noise. First, we establish the existence and uniqueness of the solutions for . Second, we obtain the following pathwise properties of the solutions . If , then a.s. for all ; If , then hits or with positive probability in finite time. Thus is the critical parameter for to hit reflecting walls.
Cite
@article{arxiv.1505.03938,
title = {SPDEs with two reflecting walls and two singular drifts},
author = {Juan Yang and Jianliang Zhai},
journal= {arXiv preprint arXiv:1505.03938},
year = {2015}
}