含椭圆算子的反射随机偏微分方程

Reflected Stochastic Partial Differential Equations with Elliptic Operators

本文考虑一类含椭圆算子的多维反射随机偏微分方程,其解被限制在一个有界凸区域内.本文将利用惩罚法建立其解的存在唯一性定理.

This paper is concerned with a class of multidimensional reflected stochastic partial differential equations with elliptic operators,whose solutions are constrained on a bounded convex domain.The aim of this paper is to establish the existence and uniqueness theorem of solutions for the reflected stochastic partial differential equations with the penalization method.