An analytic approach to the ergodic theory of a stochastic variational inequality
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Publication:424744
DOI10.1016/j.crma.2012.03.011zbMath1248.60078arXiv1112.4124OpenAlexW2963633593MaRDI QIDQ424744
Alain Bensoussan, Laurent Mertz
Publication date: 4 June 2012
Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1112.4124
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
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