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The obstacle problem for stochastic porous media equations

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  • Liu, Ruoyang
  • Tang, Shanjian

Abstract

We study an obstacle problem for stochastic porous media equations, and show that it has a unique entropy solution with a method of penalty.

Suggested Citation

  • Liu, Ruoyang & Tang, Shanjian, 2024. "The obstacle problem for stochastic porous media equations," Stochastic Processes and their Applications, Elsevier, vol. 167(C).
    • Handle: RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002107
    DOI: 10.1016/j.spa.2023.104238
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    References listed on IDEAS

    as
    1. Denis, Laurent & Matoussi, Anis & Zhang, Jing, 2021. "Quasilinear Stochastic PDEs with two obstacles: Probabilistic approach," Stochastic Processes and their Applications, Elsevier, vol. 133(C), pages 1-40.
    2. Matoussi, Anis & Sabbagh, Wissal & Zhang, Tusheng, 2017. "Backward doubly SDEs and semilinear stochastic PDEs in a convex domain," Stochastic Processes and their Applications, Elsevier, vol. 127(9), pages 2781-2815.
    3. Xu, Tiange & Zhang, Tusheng, 2009. "White noise driven SPDEs with reflection: Existence, uniqueness and large deviation principles," Stochastic Processes and their Applications, Elsevier, vol. 119(10), pages 3453-3470, October.
    4. Yang, Xue & Zhang, Jing, 2019. "The obstacle problem for quasilinear stochastic PDEs with degenerate operator," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3055-3079.
    Full references (including those not matched with items on IDEAS)

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