Communications of the Korean Mathematical Society (대한수학회논문집)

Korean Mathematical Society (대한수학회)
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LIMIT OF SOLUTIONS OF A SPDE DRIVEN BY MARTINGALE MEASURE WITH REFLECTION

  • Cho, Nhan-Sook (Department of general science and Department of computer science and information Hansung University) ;
  • Kwon, Young-Mee (Department of general science and Department of computer science and information Hansung University)
  • Published : 2003.10.01
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Abstract

We study a limit problem of reflected solutions of parabolic stochastic partial differential equations driven by martingale measures. The existence of solutions is found in an extension of the work with respect to white noise by Donati-Martin and Pardoux [4]. We show that if a certain sequence of driving martingale measures converges, the corresponding solutions also converge in the Skorohod topology.

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References

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