Systems of Reflected Stochastic PDEs in a Convex Domain: Analytical Approach
Probability
2018-06-14 v2
Abstract
In this paper, we establish an existence and uniqueness result for system of quasilinear stochastic partial differential equations (SPDEs for short) with reflection in a convex domain in R^k by analytical approach. The method is based on the approximation of the penalized systems of SPDEs.
Keywords
Cite
@article{arxiv.1804.08478,
title = {Systems of Reflected Stochastic PDEs in a Convex Domain: Analytical Approach},
author = {Xue Yang and Jing Zhang},
journal= {arXiv preprint arXiv:1804.08478},
year = {2018}
}
Comments
there was error in section 4 from Page 16 to page 17