Systems of stochastic partial differential equations with reflection: Existence and uniqueness |
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| Authors: | Tusheng Zhang |
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| Affiliation: | School of Mathematics, University of Manchester, Oxford Road, Manchester M13 9PL, England, UK CMA, University of Oslo, P.O. Box 1053, Blindern, 0316 Oslo, Norway |
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| Abstract: | In this paper, we establish the existence and uniqueness of solutions of systems of stochastic partial differential equations (SPDEs) with reflection in a convex domain. The lack of comparison theorems for systems of SPDEs makes things delicate. |
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| Keywords: | primary 60H15 secondary 60J60 35R60 |
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