White noise driven SPDEs with reflection

Regularity of the density for the stochastic heat equation

“…We also need a comparison theorem such as Corollary 2.4 of [6]; see also Theorem 3.1 of Mueller [4] or Theorem 2.1 of Donati-Martin and Pardoux [2]. Shiga's result is for x ∈ R, but it can easily be extended to the following lemma, which deals with x ∈ [0, 1] and Dirichlet boundary conditions.…”

EDPS paraboliques à coefficients non—lipschitziens avec réflexion

“…Dans ce travail, nous nous intéressons à l'étude d'existence de solutions réfléchies sous les mêmes hypothèses. Le problème de réflexion a été étudié par [7] lorsque le coeflicient de diffusion est constant et par [2] …”

Stochastic variational inequalities associated with elasto-plastic torsion

“…The above (1.1) is one such version. When K is the set of nonnegative functions, initial boundary value problems were discussed in [7][8][9]12]. In particular, [12] has inspired extensive research on (1.1) and related problems in general abstract setting; see [1][2][3]14,17], and references therein.…”