The two phase stochastic Stefan problem

被引：25

作者：

Barbu, V ^{[1
]}

Da Prato, G

机构：

[1] Univ Iasi, Iasi 6600, Romania

[2] Scuola Normale Super Pisa, I-56126 Pisa, Italy

来源：

PROBABILITY THEORY AND RELATED FIELDS | 2002年 / 124卷 / 04期

关键词：

stochastic Stefan problem; invariant measures; Wiener process; transition semigroup; Kolmogorov operator;

D O I：

10.1007/s00440-002-0232-4

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：

This work is concerned with existence for a stochastic free boundary problem arising in phase transition (the Stefan two phase problem). The existence of an invariant ergodic measure associated with the corresponding transition semigroup P(t) is also proved, together with an integration by parts formula for the generator of P(t).

引用

页码：544 / 560

页数：17

共 12 条

[1]

[Anonymous], DIFFERENTIAL INTEGRA

[2]

Barbu V., 1993, ANAL CONTROL NONLINE

[3]

BARBU V, UNPUB PARABOLIC OBST

[4] Stochastic variational inequalities in infinite dimensional spaces [J].