Sticky-reflected stochastic heat equation driven by colored noise
UDC 519.21 We prove the existence of a sticky-reflected solution to the heat equation on the spatial interval $[0,1]$ driven by colored noise. The process can be interpreted as an infinite-dimensional analog of the sticky-reflected Brownian motion on the real line, but now the solution obeys the usu...
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| Date: | 2020 |
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| Main Author: | |
| Format: | Article |
| Language: | Ukrainian |
| Published: |
Institute of Mathematics, NAS of Ukraine
2020
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/6282 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
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