White noise driven SPDEs with reflection

Author:

Donati-Martin C.,Pardoux E.

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability,Analysis

Reference13 articles.

1. Bensoussan, A., Lions, J.L.: Applications des inéquations variationnelles en contrôle stochastique. Paris: Dunod 1978

2. Duvaut, G., Lions, J.L.: Les inéquations en mécanique et en physique. Paris: dunod 1972

3. Gyöngy, I., Pardoux, E.: Weak and strong solutions of white noise driven parabolic SPDEs. (submitted for publication)

4. Haussmann, U.G., Pardoux, E.: Stochastic variational inequalities of parabolic type. Appl. Math. Optimization20, 163–192 (1989)

5. Kotelenez, P.: Comparison methods for a class of function valued stochastic partial differential equations. (Preprint)

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