White noise driven SPDEs with reflection

Stochastic partial differential equations and filtering of diffusion processes

E. Pardouxt · Stochastics · 1980 · 596 citations

Engineering, Mathematics, Probability Theory +13

Stochastic differential equations for multi-dimensional domain with reflecting boundary

Yasumasa Saisho · Probability Theory and Related Fields · 1987 · 228 citations · Full text

Engineering, Computational Engineering, Dynamical Systems +13

On the support of solutions to the heat equation with noise

Carl Mueller · Stochastics and stochastics reports · 1991 · 220 citations

Engineering, Mathematics, Physics +12

Two Contrasting Properties of Solutions for One-Dimensional Stochastic Partial Differential Equations

Tokuzo Shiga · Canadian Journal of Mathematics · 1994 · 169 citations · Full text

Natural Sciences, Mathematics, Differential Equations +7

White noise driven quasilinear SPDEs with reflection

David Nualart, Étienne Pardoux · Probability Theory and Related Fields · 1992 · 156 citations · Full text

Natural Sciences, Electrical Engineering, Acoustics +11