Existence and uniqueness of invariant measures for SPDEs with two reflecting walls

Juan Yang; Tusheng Zhang

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arXiv · 1203.6818

Existence and uniqueness of invariant measures for SPDEs with two reflecting walls

Juan Yang·Tusheng Zhang

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Abstract

In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. The strong Feller property is also obtained.

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Juan Yang, Tusheng Zhang. 2012-03-30. Existence and uniqueness of invariant measures for SPDEs with two reflecting walls. https://arxiv.org/abs/1203.6818

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