The Neumann problem on unbounded domains of Rd and stochastic variational inequalities

被引：13
作者：
Barbu, V
Da Prato, G
机构：
[1] Alexandru Ioan Cuza Univ, Iasi 700506, Romania
[2] Scuola Normale Super Pisa, I-56126 Pisa, Italy
来源：
COMMUNICATIONS IN PARTIAL DIFFERENTIAL EQUATIONS | 2005年 / 30卷 / 08期
关键词：
invariant measure; Kolmogorov operator; stochastic variational inequality; transition semigroup; Yosida approximation;
D O I：
10.1080/03605300500257651
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
An elliptic equation with Neumann boundary conditions and unbounded drift coefficients is studied in a space L-2(R-d, nu) where nu is an invariant measure. The corresponding semigroup generated by the elliptic operator is identified with the transition semigroup associated with a stochastic variational inequality.
引用
收藏
页码：1217 / 1248
页数：32
相关论文
共 16 条
[1]  
[Anonymous], 2002, LONDON MATH SOC LECT
[2]  
BARBU V, 2003, VARIATIONAL ANAL APP
[3]  
BARBU V, 2003, DIFFERENTIAL INTEGRA, V16, P829
[4]  
BARBU V, 2005, INFINITE DIMENSIONAL
[5]  
Bismut J. M., 1984, Large deviations and the Malliavin calculus, volume 45 of Progress in Mathematics, V45
[6]   REGULARITY OF INVARIANT-MEASURES ON FINITE AND INFINITE-DIMENSIONAL SPACES AND APPLICATIONS [J].
BOGACHEV, VI ;
ROCKNER, M .
JOURNAL OF FUNCTIONAL ANALYSIS, 1995, 133 (01) :168-223
[7]  
BOGACHEV VI, 2001, COMMUN PART DIFF EQ, V26, P11
[8]  
Brezis H., 1983, ANAL FONCTIONNELLE
[9]  
CEPA E, 1994, CR ACAD SCI I-MATH, V319, P1075
[10]   Elliptic operators with unbounded drift coefficients and Neumann boundary condition [J].
Da Prato, G ;
Lunardi, A .
JOURNAL OF DIFFERENTIAL EQUATIONS, 2004, 198 (01) :35-52
12