Stochastic variational inequalities in infinite dimensional spaces

DOI10.1080/01630569708816745zbMath0887.60063OpenAlexW2084510402MaRDI QIDQ4344636

Aurel Răşcanu, Alain Bensoussan

Publication date: 1 June 1998

Published in: Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01630569708816745

zbMATH Keywords

stochastic differential equationsstochastic variational inequalitiessubdifferential operator

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic calculus of variations and the Malliavin calculus (60H07) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (25)

Projection scheme for stochastic differential equations with convex constraints. ⋮ Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem ⋮ A maximum principle for the stochastic variational inequalities ⋮ Support theorem for stochastic variational inequalities ⋮ Stochastic Navier-Stokes variational inequalities with unilateral boundary conditions: probabilistic weak solvability ⋮ The stochastic reflection problem with multiplicative noise ⋮ Multi-dimensional path-dependent forward-backward stochastic variational inequalities ⋮ Convergence of invariant measures for singular stochastic diffusion equations ⋮ Stochastic variational inequalities with oblique subgradients ⋮ Stochastic variational inequalities with jumps ⋮ Multivalued monotone stochastic differential equations with jumps ⋮ Doubly nonlinear stochastic evolution equations ⋮ The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality ⋮ Refined existence and regularity results for a class of semilinear dissipative SPDEs ⋮ Approximation and simulation of stochastic variational inequalities - splitting up method ⋮ Multi-valued, singular stochastic evolution inclusions ⋮ Stochastic variational inequalities on non-convex domains ⋮ HARNACK INEQUALITIES AND APPLICATIONS FOR MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS ⋮ Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions ⋮ Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple ⋮ Stochastic variational inequalities associated with elasto-plastic torsion ⋮ Stochastic evolution equations with singular drift and gradient noise via curvature and commutation conditions ⋮ Càdlàg Skorokhod problem driven by a maximal monotone operator ⋮ A stochastic approach to a new type of parabolic variational inequalities ⋮ On the existence of stochastic optimal control of distributed state system

Cites Work

• Existence for a class of stochastic parabolic variational inequalities
• On some stochastic parabolic variational inequalities
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Stochastic variational inequalities in infinite dimensional spaces