Hitting properties of parabolic s.p.d.e.'s with reflection
classification
🧮 math.PR
math.AP
keywords
driftshitshittinglevelnumberparabolicpropertiesalmost
read the original abstract
We study the hitting properties of the solutions $u$ of a class of parabolic stochastic partial differential equations with singular drifts that prevent $u$ from becoming negative. The drifts can be a reflecting term or a nonlinearity $cu^{-3}$, with $c>0$. We prove that almost surely, for all time $t>0$, the solution $u_t$ hits the level 0 only at a finite number of space points, which depends explicitly on $c$. In particular, this number of hits never exceeds 4 and if $c>15/8$, then level 0 is not hit.
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.