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Dec 1998 Quasilinear stochastic elliptic equations with reflection: the existence of a density
Samy Tindel
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Bernoulli 4(4): 445-459 (Dec 1998).

Abstract

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.

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Samy Tindel. "Quasilinear stochastic elliptic equations with reflection: the existence of a density." Bernoulli 4 (4) 445 - 459, Dec 1998.

Information

Published: Dec 1998
First available in Project Euclid: 14 March 2007

zbMATH: 0921.60043
MathSciNet: MR1679792

Keywords: Malliavin's calculus , partial differential equations involving measure data , Stochastic partial differential equations , variational inequalities

Rights: Copyright © 1998 Bernoulli Society for Mathematical Statistics and Probability

Vol.4 • No. 4 • Dec 1998
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