Special Session 9: Stochastic Analysis and Large Scale Interacting Systems

Reflected stochastic partial differential equations driven by space-time white noise

Bin Xie
Shinshu University
Japan
Co-Author(s):    
Abstract:
In this talk, I will discuss recent results on the reflected stochastic partial differential equation driven by space-time white noise based on the approach of the dimension-free Harnack inequalities. The reflected SPDE is one kind of stochastic parabolic obstacle problems and is also regarded as the infinite-dimensional Skorokhod problem, which is closely connected with $\nabla \phi$-interface model. I first state the results on the Harnack inequalities for the reflected SPDEs and then apply them to the study of various properties of Markov semigroup associated with the reflected SPDEs.