Reflected Stochastic Burgers Equation with Jumps

Hongchao Qian; Jun Peng; Ruizhi Li; Yewei Gui

doi:10.1007/s42967-023-00305-6

Communications on Applied Mathematics and Computation ›› 2023 DOI: 10.1007/s42967-023-00305-6

Original Paper

Reflected Stochastic Burgers Equation with Jumps

Hongchao Qian¹ ,
Jun Peng¹^,b ,
Ruizhi Li² ,
Yewei Gui²

Author information +

History +

Abstract

This paper is concerned with the reflected stochastic Burgers equation driven both by the Brownian motion and by the Poisson random measure. The existence and uniqueness of solutions are established. The penalization method plays an important role.

Cite this article

EndNote

Ris (Procite)

Bibtex

Download citation ▾

Hongchao Qian, Jun Peng, Ruizhi Li, Yewei Gui. Reflected Stochastic Burgers Equation with Jumps. Communications on Applied Mathematics and Computation, 2023 https://doi.org/10.1007/s42967-023-00305-6