The stochastic obstacle problem for the harmonic oscillator with damping

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

zbMATH Keywords

stochastic differential equation; Kolmogorov equation; stochastic variational inequality

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H30: Applications of stochastic analysis (to PDEs, etc.)

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Cites Work

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