Quasilinear stochastic elliptic equations with reflection: the existence of a density
Tindel, Samy
Bernoulli, Tome 4 (1998) no. 1, p. 445-459 / Harvested from Project Euclid
In this paper we prove the absolute continuity of the law of the solution to an elliptic stochastic partial differential equation with an additive white noise reflected at zero. The proof is based on Malliavin's calculus tools, and some methods of variational inequalities and ordinary partial differential equations driven by measure data.
Publié le : 1998-12-14
Classification:  Malliavin's calculus,  partial differential equations involving measure data,  stochastic partial differential equations,  variational inequalities
@article{1173883815,
     author = {Tindel, Samy},
     title = {Quasilinear stochastic elliptic equations with reflection: the existence of a density},
     journal = {Bernoulli},
     volume = {4},
     number = {1},
     year = {1998},
     pages = { 445-459},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1173883815}
}
Tindel, Samy. Quasilinear stochastic elliptic equations with reflection: the existence of a density. Bernoulli, Tome 4 (1998) no. 1, pp.  445-459. http://gdmltest.u-ga.fr/item/1173883815/