Elliptic stochastic partial differential equations with two reflecting walls

Yue Wen; Zhang Tusheng

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Elliptic stochastic partial differential equations with two reflecting walls

机译：具有两个反射壁的椭圆型随机偏微分方程

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摘要

In this paper, we study elliptic stochastic partial differential equations with two reflecting walls h(1) and h(2), driven by multiplicative noise. The existence and uniqueness of the solutions are established.

机译：在本文中，我们研究由乘法噪声驱动的具有两个反射壁h（1）和h（2）的椭圆型随机偏微分方程。确定了解决方案的存在性和唯一性。

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《Infinite dimensional analysis, quantum probability, and related topics》 |2014年第4期|共16页
作者
Yue Wen; Zhang Tusheng;
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正文语种 eng
中图分类物理学;
关键词
Elliptic stochastic partial differential equations; reflecting walls; elliptic deterministic obstacle problems; random measures;

机译：椭圆型随机偏微分方程;反射墙;椭圆型确定性障碍问题;随机测度;

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专利

1. Elliptic stochastic partial differential equations with two reflecting walls [J] . Yue Wen, Zhang Tusheng Infinite dimensional analysis, quantum probability, and related topics . 2014,第4期

机译：具有两个反射壁的椭圆型随机偏微分方程
2. Homogenization of Multivalued Partial Differential Equations via Reflected Backward Stochastic Differential Equations [J] . El Hassan Essaky, Youssef Ouknine Stochastic Analysis and Applications . 2004,第1期

机译：通过反射后向随机微分方程均化多值偏微分方程
3. High-Order Spectral Stochastic Finite Element Analysis of Stochastic Elliptical Partial Differential Equations [J] . Guang Yih Sheu Applied Mathematics . 2013,第5期

机译：椭圆椭圆型偏微分方程的高阶谱随机有限元分析
4. Kernel-Based Collocation Methods Versus Galerkin Finite Element Methods for Approximating Elliptic Stochastic Partial Differential Equations [C] . Gregory E. Fasshauer, Qi Ye International workshop on meshfree methods for partial differential equations . 2013

机译：基于核的搭配方法与Galerkin有限元方法近似的椭圆形随机偏微分方程
5. Analysis and finite element approximations of stochastic optimal control problems constrained by stochastic elliptic partial differential equations [D] . Lee, Jangwoon 2008

机译：随机椭圆偏微分方程约束的随机最优控制问题的分析和有限元逼近
6. Colloquium PaperNonlinear partial differential equations and applications: Some nonlinear elliptic equations from geometry [O] . YanYan Li 2007

机译：非线性偏微分方程及其应用：几何学中的一些非线性椭圆方程
7. Elliptic Stochastic Partial Differential Equations with Two Reflecting Walls [O] . Wen Yue, Tusheng Zhang 2016

机译：具有两个反射壁的椭圆随机偏微分方程

Elliptic stochastic partial differential equations with two reflecting walls

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