English

Systems of reflected quasilinear stochastic PDEs in a convex domain

Probability 2018-01-03 v2

Abstract

This paper presents existence and uniqueness results for reflected system of quasilinear stochastic partial differential equations in a convex domain D from Rk. The method is based on the probabilistic interpretation of the solution by using the backward doubly stochastic differential equation. The solution is expressed as a pair (u,{\nu}) where u is a predictable continuous process which takes values in a proper Sobolev space and {\nu} is a random signed regular measure satisfying the minimal Skohorod condition.

Keywords

Cite

@article{arxiv.1603.08610,
  title  = {Systems of reflected quasilinear stochastic PDEs in a convex domain},
  author = {Wissal Sabbagh and Tusheng Zhang},
  journal= {arXiv preprint arXiv:1603.08610},
  year   = {2018}
}

Comments

arXiv admin note: substantial text overlap with arXiv:1405.5822