4 citations · 7 across the 9 of their papers we have counts for
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Large deviation for two-time-scale stochastic Burgers equation
Xiaobin Sun, Ran Wang, Lihu Xu +1
A Freidlin-Wentzell type large deviation principle is established for stochastic partial differential equations with slow and fast time-scales, where the slow component is a one-di…
The Obstacle Problem for Quasilinear Stochastic PDEs with Neumann boundary condition
Yuchao Dong, Xue Yang, Jing Zhang
We prove the existence and uniqueness of solution of the obstacle problem for quasilinear stochastic partial differential equations (OSPDEs for short) with Neumann boundary conditi…
The Obstacle Problem for Quasilinear Stochastic PDEs with Degenerate Operator
Xue Yang, Jing Zhang
We prove the existence and uniqueness of solution of quasilinear stochastic partial differential equations with obstacle (OSPDEs in short) in degenerate case. Using De Giorgi's ite…
The Neumann Boundary Problem for Elliptic Partial Differential Equations with Nonlinear Divergence Terms
Xue Yang, Jing Zhang
We prove the existence and uniqueness of weak solution of a Neumann boundary problem for an elliptic partial differential equation (PDE for short) with a singular divergence term w…
The Obstacle Problem for Quasilinear Stochastic Integral-Partial Differential Equations
Yuchao Dong, Xue Yang, Jing Zhang
We prove an existence and uniqueness result for the obstacle problem for quasilinear stochastic integral-partial differential equations. Our method is based on the probabilistic in…
Systems of Reflected Stochastic PDEs in a Convex Domain: Analytical Approach
Xue Yang, Jing Zhang
In this paper, we establish an existence and uniqueness result for system of quasilinear stochastic partial differential equations (SPDEs for short) with reflection in a convex dom…