Probability Theory and Related Fields

, Volume 124, Issue 4, pp 544–560 | Cite as

The two phase stochastic Stefan problem

  • Viorel Barbu
  • Giuseppe Da Prato


 This work is concerned with existence for a stochastic free boundary problem arising in phase transition (the Stefan two phase problem). The existence of an invariant ergodic measure associated with the corresponding transition semigroup P(t) is also proved, together with an integration by parts formula for the generator of P(t).


Phase Transition Free Boundary Boundary Problem Free Boundary Problem Ergodic Measure 
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Copyright information

© Springer-Verlag Berlin Heidelberg 2002

Authors and Affiliations

  • Viorel Barbu
    • 1
  • Giuseppe Da Prato
    • 2
  1. 1.University of Iasi, 6600 Iasi, Romania. e-mail: barbu@uaic.roRO
  2. 2.Scuola Normale Superiore, 56126, Pisa, Italy. e-mail: daprato@sns.itIT

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