Limit of solutions of a SPDE driven by martingale measure with reflection

Abstract

We study a limit problem of reflected solutions ofparabolic stochastic partial differential equations driven bymartingale measures. The existence of solutions is found in anextension of the work with respect to white noise by Donati-Martinand Pardoux [4]. We show that if a certain sequence of drivingmartingale measures converges, the corresponding solutions alsoconverge in the Skorohod topology.