The stochastic obstacle problem for the harmonic oscillator with damping (Q2493039)
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scientific article; zbMATH DE number 5030928
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| English | The stochastic obstacle problem for the harmonic oscillator with damping |
scientific article; zbMATH DE number 5030928 |
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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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0.90234286
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0.89703023
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0.8894082
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0.88887906
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0.8883452
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0.8873558
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0.8864362
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0.8823466
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