Stochastic reaction diffusion equations on an infinite interval with reflection
Yoshiki Otobe · Stochastics and stochastics reports · 2002
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.