The stochastic obstacle problem for the harmonic oscillator with damping

被引：11
作者：
Barbu, Viorel
Da Prato, Giuseppe [1 ]
机构：
[1] Alexandru Ioan Cuza Univ, Iasi 700506, Romania
[2] Scuola Normale Super Pisa, I-56126 Pisa, Italy
来源：
JOURNAL OF FUNCTIONAL ANALYSIS | 2006年 / 235卷 / 02期
关键词：
stochastic variational inequality; Kolmogorov equation; invariant measure; m-dissipative operator;
D O I：
10.1016/j.jfa.2005.11.004
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We study the Kolmogorov equation associated with a second order stochastic variational inequality related to the harmonic oscillator. (c) 2005 Elsevier Inc. All rights reserved.
引用
收藏
页码：430 / 448
页数：19
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