Hitting properties of parabolic s.p.d.e.'s with reflection

Simple item page
dc.creatorDalang, Robert C.
dc.creatorMueller, C.
dc.creatorZambotti, L.
dc.date2004-10-19
dc.date2006-09-22
dc.date.accessioned2026-07-07T06:38:55Z
dc.date.available2026-07-07T06:38:55Z
dc.descriptionWe study the hitting properties of the solutions $u$ of a class of parabolic stochastic partial differential equations with singular drifts that prevent $u$ from becoming negative. The drifts can be a reflecting term or a nonlinearity $cu^{-3}$, with $c>0$. We prove that almost surely, for all time $t>0$, the solution $u_t$ hits the level 0 only at a finite number of space points, which depends explicitly on $c$. In particular, this number of hits never exceeds 4 and if $c>15/8$, then level 0 is not hit.
dc.descriptionPublished at http://dx.doi.org/10.1214/009117905000000792 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)
dc.identifierhttps://arxiv.org/abs/math/0410414
dc.identifierhttp://arxiv.org/abs/math/0410414
dc.identifierAnnals of Probability 2006, Vol. 34, No. 4, 1423-1450
dc.identifierdoi:10.1214/009117905000000792
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/100907
dc.subjectProbability
dc.subjectAnalysis of PDEs
dc.subject60H15 (Primary) 60J45 (Secondary)
dc.titleHitting properties of parabolic s.p.d.e.'s with reflection
dc.typetext

Files

Collections

arXiv