The Small Time Asymptotics of SPDEs with Reflection

Abstract EN

We study stochastic partial differential equations with singular drifts and with reflection, driven by space-time white noise with nonconstant diffusion coefficients under periodic boundary conditions.

The existence and uniqueness of invariant measures is established under appropriate conditions.

As a byproduct, the Hölder continuity of the solution is obtained.

The strong Feller property is also obtained.

Moreover, we show large deviation principle.