Existence and uniqueness of invariant measures for SPDEs with two reflecting walls

2012/03/30 by Juan Yang, Tusheng Zhang, Yang, Juan +1
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Primary 60H15 #Probability (math.PR) #Secondary 60J35 #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1203.6818

openalex publication_date 2012/03/30 · openalex created_date 2019/07/30 · openalex updated_date 2026/07/28

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.

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