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The two phase stochastic Stefan problem
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  • Published: December 2002

The two phase stochastic Stefan problem

  • Viorel Barbu1 &
  • Giuseppe Da Prato2 

Probability Theory and Related Fields volume 124, pages 544–560 (2002)Cite this article

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  • 23 Citations

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Abstract.

 This work is concerned with existence for a stochastic free boundary problem arising in phase transition (the Stefan two phase problem). The existence of an invariant ergodic measure associated with the corresponding transition semigroup P(t) is also proved, together with an integration by parts formula for the generator of P(t).

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Authors and Affiliations

  1. University of Iasi, 6600 Iasi, Romania. e-mail: barbu@uaic.ro, , , , , , RO

    Viorel Barbu

  2. Scuola Normale Superiore, 56126, Pisa, Italy. e-mail: daprato@sns.it, , , , , , IT

    Giuseppe Da Prato

Authors
  1. Viorel Barbu
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  2. Giuseppe Da Prato
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Additional information

Received: 20 June 2001 / Revised version: 17 June 2002 / Published online: 24 October 2002

Mathematics Subject Classification (2000): 35K35, 35R15, 60H15

Key words or phrases: Stochastic Stefan problem – Invariant measures – Wiener process – Transition semigroup – Kolmogorov operator

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Barbu, V., Da Prato, G. The two phase stochastic Stefan problem. Probab Theory Relat Fields 124, 544–560 (2002). https://doi.org/10.1007/s00440-002-0232-4

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  • Issue Date: December 2002

  • DOI: https://doi.org/10.1007/s00440-002-0232-4

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Keywords

  • Phase Transition
  • Free Boundary
  • Boundary Problem
  • Free Boundary Problem
  • Ergodic Measure
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