Open Access
Fall; 2010 A stochastic moving boundary value problem
Kunwoo Kim, Carl Mueller, Richard B. Sowers
Illinois J. Math. 54(3): 927-962 (Fall; 2010). DOI: 10.1215/ijm/1336049982

Abstract

We consider a stochastic perturbation of a moving boundary problem proposed by Ludford and Stewart and studied by Caffarelli and Vazquez. We prove existence and uniqueness.

Citation

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Kunwoo Kim. Carl Mueller. Richard B. Sowers. "A stochastic moving boundary value problem." Illinois J. Math. 54 (3) 927 - 962, Fall; 2010. https://doi.org/10.1215/ijm/1336049982

Information

Published: Fall; 2010
First available in Project Euclid: 3 May 2012

zbMATH: 1264.35285
MathSciNet: MR2928342
Digital Object Identifier: 10.1215/ijm/1336049982

Subjects:
Primary: 35R35 , 60H15 , 80A22

Rights: Copyright © 2010 University of Illinois at Urbana-Champaign

Vol.54 • No. 3 • Fall; 2010
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