Stochastic reaction diffusion equations on an infinite interval with reflection |
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Authors: | Yoshiki Otobe |
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Institution: | Department of Mathematical Sciences, Faculty of Science , Shinshu University , 3-1-1 Asahi, Matsumoto, Nagano, 390-8621, Japan |
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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. |
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Keywords: | 60h15 60j55 35r60 35r45 |
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