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Stochastic variational inequalities of parabolic type. (English) Zbl 0701.60059

This paper considers stochastic partial differential equations of parabolic type with reflection. The major contribution is a construction of continuous, strong solutions to the differential equation under consideration. This is a very nice result, and strengthens previous results, but is obtained under somewhat stronger conditions on the coefficients of the differential equations than have previously been assumed. A further restriction is that only real-valued processes are considered.
Reviewer: S.Meyn

MSC:

60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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