ORIGINAL PAPERS

Reflected Stochastic Burgers Equation with Jumps

  • Hongchao Qian ,
  • Jun Peng ,
  • Ruizhi Li ,
  • Yewei Gui
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  • 1. School of Mathematics and Statistics, Central South University, Changsha, 410075, Hunan, China;
    2. State Key Laboratory of Aerodynamics, China Aerodynamics Research and Development Center, Mianyang, 621000, Sichuan, China

Received date: 2023-03-14

  Revised date: 2023-08-04

  Accepted date: 2023-08-09

  Online published: 2023-10-18

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

Hongchao Qian , Jun Peng , Ruizhi Li , Yewei Gui . Reflected Stochastic Burgers Equation with Jumps[J]. Communications on Applied Mathematics and Computation, 2025 , 7(4) : 1282 -1307 . DOI: 10.1007/s42967-023-00305-6

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