Parabolic stochastic obstacle problem

DOI10.1016/0362-546X(87)90027-7MaRDI QIDQ3785703zbMATH OpenOpenAlexFDO

Authors Aurel Răşcanu

Publication date 1987

Published in Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0362-546x(87)90027-7

zbMATH Keywords

existence and uniquenessone-sided obstacle problemstochastic parabolic differential equationvariational approach

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(7)

• Stochastic heat equation with random coefficients
• Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem
• Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions
• IRREDUCIBILITY OF THE TRANSITION SEMIGROUP ASSOCIATED WITH THE STOCHASTIC OBSTACLE PROBLEM
• Flow invariance preserving feedback controllers for the Navier-Stokes equation.
• The obstacle problem for stochastic porous media equations
• Stochastic pseudomonotone parabolic obstacle problem: well-posedness \& Lewy-Stampacchia's inequalities

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