The two phase stochastic Stefan problem
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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).
KeywordsPhase Transition Free Boundary Boundary Problem Free Boundary Problem Ergodic Measure
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