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- W2963434784 abstract "We introduce a discretization/approximation scheme for reflected stochastic partial differential equations driven by space-time white noise through systems of reflecting stochastic differential equations. To establish the convergence of the scheme, we study the existence and uniqueness of solutions of Skorohod-type deterministic systems on time-dependent domains. We also need to establish the convergence of an approximation scheme for deterministic parabolic obstacle problems. Both are of independent interest on their own." @default.
- W2963434784 created "2019-07-30" @default.
- W2963434784 creator A5018805384 @default.
- W2963434784 date "2016-12-01" @default.
- W2963434784 modified "2023-09-25" @default.
- W2963434784 title "Lattice approximations of reflected stochastic partial differential equations driven by space–time white noise" @default.
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- W2963434784 doi "https://doi.org/10.1214/16-aap1186" @default.
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