[KSCI] Korea Science Citation Index Service

http://dx.doi.org/10.4134/CKMS.2003.18.4.713

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)

Publication Information

Communications of the Korean Mathematical Society / v.18, no.4, 2003 , pp. 713-723 More about this Journal

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.

Keywords

reflected solutions; SPDE; martingale measure; Skorohod topology;

Citations & Related Records

Reference

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