Wang's Harnack inequalities for space–time white noises driven SPDEs with two reflecting walls and their applications
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DOI: 10.1016/j.jmaa.2018.09.029
Abstract: Abstract In this paper, we establish Wang's Harnack inequalities for Gaussian space–time white noises driven the stochastic partial differential equation with double reflecting walls, which is of the infinite dimensional Skorokhod equation. We first establish… read more here.
Keywords: white noises; wang harnack; harnack; harnack inequalities ... See more keywords