Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators (Q1024719)
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| Language | Label | Description | Also known as |
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| English | Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators |
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Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators (English)
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17 June 2009
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A stochastic variational inequality involving a degenerate diffusion is considered, motivated by a problem of random vibrations of an elasto-plastic oscillator. Existence and uniqueness of an invariant measure for this system is established under suitable conditions and its density is characterized as the solution of a system of partial differential equations. The analysis thereof involves some non-standard Dirichlet problems.
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stochastic variational inequality
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degenerate diffusions
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invariant measures
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non-local boundary conditions
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