Existence and uniqueness of invariant measures for SPDEs with two reflecting walls
Juan Yang, Tusheng Zhang

TL;DR
This paper investigates stochastic partial differential equations with two reflecting walls driven by space-time white noise, establishing the existence and uniqueness of invariant measures and demonstrating the strong Feller property under certain conditions.
Contribution
It provides new results on the existence, uniqueness, and regularity properties of invariant measures for SPDEs with reflecting boundaries driven by space-time white noise.
Findings
Existence of invariant measures established
Uniqueness of invariant measures proven
Strong Feller property demonstrated
Abstract
In this article, we study stochastic partial differential equations with two reflecting walls, driven by space-time white noise with non-constant diffusion coefficients under periodic boundary conditions. The existence and uniqueness of invariant measures is established under appropriate conditions. The strong Feller property is also obtained.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Stochastic processes and statistical mechanics
