The stochastic obstacle problem for the harmonic oscillator with damping
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Publication:2493039
DOI10.1016/j.jfa.2005.11.004zbMath1093.60026MaRDI QIDQ2493039
Viorel Barbu, Giuseppe Da Prato
Publication date: 9 June 2006
Published in: Journal of Functional Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jfa.2005.11.004
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)