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Stochastic reaction diffusion equations on an infinite interval with reflection
Authors:Yoshiki Otobe
Institution:Department of Mathematical Sciences, Faculty of Science , Shinshu University , 3-1-1 Asahi, Matsumoto, Nagano, 390-8621, Japan
Abstract:

We consider a time evolution of random fields with non-negative values on the real line. Such evolution is described by an infinite dimensional stochastic differential equation of Skorokhod's type, which is a stochastic partial differential equation (SPDE) of parabolic type with reflection. We shall show the existence of the solution, and its uniqueness when the diffusion coefficient is constant.
Keywords:60h15  60j55  35r60  35r45
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