Reflected stochastic partial differential equations with jumps

被引：0

作者：

Qian, Hongchao ^{[1
]}

Peng, Jun ^{[1
]}

机构：

[1] Cent South Univ, Dept Math & Stat, Changsha 410075, Peoples R China

来源：

STOCHASTICS AND DYNAMICS | 2022年 / 22卷 / 01期

关键词：

Stochastic partial differential equation; reflection; penalization; Jumps; DRIVEN; SPDES;

D O I：

10.1142/S0219493722500022

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we establish the existence and uniqueness of solutions of reflected stochastic partial differential equations (SPDEs) driven both by Brownian motion and by Poisson random measure in a convex domain. Penalization method plays a crucial role.

引用

页数：30

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