SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions
Author:
Affiliation:
1. Department of Mathematics and SUSTech International center for Mathematics, Southern University of Science and Technology, Shenzhen, China
2. School of Mathematics and Information Science, North Minzu University, Yinchuan, China
Publisher
Bernoulli Society for Mathematical Statistics and Probability
Subject
Statistics and Probability
Reference47 articles.
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3. Kallenberg, O. (2002). Foundations of Modern Probability, 2nd ed. Probability and Its Applications (New York). New York: Springer. 10.1007/978-1-4757-4015-8
4. Bally, V., Gyöngy, I. and Pardoux, É. (1994). White noise driven parabolic SPDEs with measurable drift. J. Funct. Anal. 120 484–510. 10.1006/jfan.1994.1040
5. Dalang, R.C., Mueller, C. and Zambotti, L. (2006). Hitting properties of parabolic s.p.d.e.’s with reflection. Ann. Probab. 34 1423–1450. 10.1214/009117905000000792
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