Reflected Stochastic Burgers Equation with Jumps

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.

Keywords

Stochastic Burgers equation / Reflection / Penalization / Jumps / Mathematical Sciences / Statistics

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Shanghai University