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

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

2012-03-30

arxiv.org/abs/1203.6818v1

Mathematics

Probability

Scientific paper

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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