Author： Otobe Yoshiki
Publisher： Taylor & Francis Ltd
ISSN： 1045-1129
Source： Stochastics and Stochastics Reports, Vol.74, Iss.1-2, 2002-01, pp. : 489-516
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Abstract
We consider a time evolution of random fields with non-negative values on the real line. Such evolution is described by an infinite dimensional stochastic differential equation of Skorokhod's type, which is a stochastic partial differential equation (SPDE) of parabolic type with reflection. We shall show the existence of the solution, and its uniqueness when the diffusion coefficient is constant.
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