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WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS

TUSHENG ZHANG

School of Mathematics and Information Sciences, Henan Normal University, Xinxiang, Henan, P. R. China

School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, England, UK

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and

JUAN YANG

School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, England, UK

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https://doi.org/10.1142/S0219025711004523Cited by:12 (Source: Crossref)

Abstract

In this paper, we study stochastic partial differential equations with two reflecting smooth walls h¹ and h², driven by space-time white noise with non-constant diffusion coefficients. The existence and uniqueness of the solutions are established.

Keywords:

AMSC: Primary: 60H15, Primary: 60H20, Secondary: 35K05

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