Stochastic partial differential equations with reflection
Zhang, T (Manchester)
Tuesday 05 January 2010, 16:30-17:30
Seminar Room 1, Newton Institute
Abstract
This talk is concerned with white noise driven SPDEs with reflection. The existence and uniqueness of the solution will be discussed. Various properties of the solution will be presented. In particular, we will discuss the strong Feller property, Harnack inequalities, the large deviations and the invariant measures.
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