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Journal of Theoretical Probability

, Volume 27, Issue 3, pp 863–877 | Cite as

Existence and Uniqueness of Invariant Measures for SPDEs with Two Reflecting Walls

  • Juan Yang
  • Tusheng Zhang
Article

Abstract

In this article, we study stochastic partial differential equations with two reflecting walls h 1 and h 2, 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.

Keywords

Stochastic partial differential equations with two reflecting walls White noise Heat equation Invariant measures Coupling Strong Feller property 

Mathematics Subject Classification

60H15 60J35 

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Copyright information

© Springer Science+Business Media, LLC 2012

Authors and Affiliations

  1. 1.School of MathematicsUniversity of ManchesterManchesterEngland, UK

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