White Noise-Driven Stochastic Partial Differential Equations with Mean Reflection
摘要
In this paper, we study a new type of SPDEs with reflection (called mean reflected stochastic partial differential equations (SPDEs)), where the compensating reflection part depends not on the paths but on the law of the solution. Focusing on solutions (u, K) with deterministic K, we obtain the well-posedness of such SPDEs. Utilizing the weak convergence approach, we then establish large deviation principles for this type of SPDEs.