scholarly journals Stochastic partial differential equations driven by Lévy space-time white noise

2004 ◽  
Vol 14 (3) ◽  
pp. 1506-1528 ◽  
Author(s):  
Arne Løkka ◽  
Bernt Øksendal ◽  
Frank Proske
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
White Noise ◽  
Stochastic Partial Differential Equations ◽  
Space Time ◽  
Partial Differential

WHITE NOISE DRIVEN SPDEs WITH TWO REFLECTING WALLS

2011 ◽  
Vol 14 (04) ◽  
pp. 647-659 ◽  
Author(s):  
TUSHENG ZHANG ◽  
JUAN YANG
Keyword(s):  
Partial Differential Equations ◽  
Differential Equations ◽  
White Noise ◽  
Diffusion Coefficients ◽  
Stochastic Partial Differential Equations ◽  
Existence And Uniqueness ◽  
Space Time ◽  
Partial Differential ◽  
Constant Diffusion

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.

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