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Stochastic Partial Differential Equations with Two Reflecting Walls
http://hdl.handle.net/2261/7539
http://hdl.handle.net/2261/7539fa3f2f4d-41f0-4e18-b97a-bbe656d65d9b
| 名前 / ファイル | ライセンス | アクション |
|---|---|---|
jms130203.pdf (165.6 kB)
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| Item type | 紀要論文 / Departmental Bulletin Paper(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2008-03-04 | |||||
| タイトル | ||||||
| タイトル | Stochastic Partial Differential Equations with Two Reflecting Walls | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | SPDE with reflection | |||||
| キーワード | ||||||
| 主題Scheme | Other | |||||
| 主題 | reflecting walls | |||||
| 資源タイプ | ||||||
| 資源 | http://purl.org/coar/resource_type/c_6501 | |||||
| タイプ | departmental bulletin paper | |||||
| 著者 |
Otobe, Yoshiki
× Otobe, Yoshiki |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | We study stochastic partial differential equations (SPDEs) driven by space-time white noise with two reflecting smooth walls $h_1$ and $h_2$. If the solution stays in the open interval $(h_1(x,t), h_2(x,t))$, the dynamics obeys a usual type of SPDEs, and at a point where the value of the solution is $h_1$ or $h_2$, we add forces in order to prevent it from exiting the interval $[h_1, h_2]$. We will first show the existence and uniqueness of the solutions, and secondly study the stationary distribution of the dynamics and corresponding Dirichlet forms. | |||||
| 書誌情報 |
Journal of mathematical sciences, the University of Tokyo 巻 13, 号 2, p. 129-144, 発行日 2006-10-17 |
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| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 13405705 | |||||
| 書誌レコードID | ||||||
| 収録物識別子タイプ | NCID | |||||
| 収録物識別子 | AA11021653 | |||||
| フォーマット | ||||||
| 内容記述タイプ | Other | |||||
| 内容記述 | application/pdf | |||||
| 日本十進分類法 | ||||||
| 主題Scheme | NDC | |||||
| 主題 | 415 | |||||
| Mathematical Reviews Number | ||||||
| MR2277518 | ||||||
| Mathmatical Subject Classification | ||||||
| 60H15(MSC2000) | ||||||
| Mathmatical Subject Classification | ||||||
| 31C25(MSC2000) | ||||||
| Mathmatical Subject Classification | ||||||
| 82C21(MSC2000) | ||||||
| 出版者 | ||||||
| 出版者 | Graduate School of Mathematical Sciences, The University of Tokyo | |||||
| 原稿受領日 | ||||||
| 2005-08-29 | ||||||
