Bernoulli

  • Bernoulli
  • Volume 4, Number 4 (1998), 445-459.

Quasilinear stochastic elliptic equations with reflection: the existence of a density

Samy Tindel

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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.

Article information

Source
Bernoulli, Volume 4, Number 4 (1998), 445-459.

Dates
First available in Project Euclid: 14 March 2007

Permanent link to this document
https://projecteuclid.org/euclid.bj/1173883815

Mathematical Reviews number (MathSciNet)
MR1679792

Zentralblatt MATH identifier
0921.60043

Keywords
Malliavin's calculus partial differential equations involving measure data stochastic partial differential equations variational inequalities

Citation

Tindel, Samy. Quasilinear stochastic elliptic equations with reflection: the existence of a density. Bernoulli 4 (1998), no. 4, 445--459. https://projecteuclid.org/euclid.bj/1173883815


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References

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