The stochastic obstacle problem for the harmonic oscillator with damping (Q2493039): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The stochastic obstacle problem for the harmonic oscillator with damping |
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The stochastic obstacle problem for the harmonic oscillator with damping (English)
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9 June 2006
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The paper considers a stochastic harmonic oscillator with damping. The Kolmogorov equation with a second-order stochastic variational inequality is considered.
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stochastic differential equation
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Kolmogorov equation
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stochastic variational inequality
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