Lattice Approximations of Semilinear Stochastic Elliptic Equations with Reflection

Abstract

We study lattice approximations of reflected stochastic elliptic equations driven by white noise on a bounded domain in ${\mathbb{R}}^d,d=1,2,3$. The convergence of the scheme is established.

arXiv commentaccepted for publication in Chinese Annals of Mathematics, Series A+C