The stochastic reflection problem with multiplicative noise

DOI10.1016/j.na.2012.02.013zbMath1239.35191arXiv1104.4604OpenAlexW2963021809MaRDI QIDQ417760

Viorel Barbu

Publication date: 14 May 2012

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4604

zbMATH Keywords

probability spaceItô's formularandom parabolic equationstochastic variational inequality

Mathematics Subject Classification ID

Partial differential inequalities and systems of partial differential inequalities (35R45) Value distribution of meromorphic functions of one complex variable, Nevanlinna theory (30D35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

Lewy-Stampacchia's inequality for a stochastic T-monotone obstacle problem

Cites Work

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• The stochastic reflection problem on an infinite dimensional convex set and BV functions in a Gelfand triple
• Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space
• Hitting properties of parabolic s.p.d.e.'s with reflection.
• Stochastic variational inequalities of parabolic type
• White noise driven quasilinear SPDEs with reflection
• Multivalued Skorohod problem
• White noise driven SPDEs with reflection
• A Random String with Reflection in a Convex Domain
• The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
• Stochastic variational inequalities in infinite dimensional spaces
• The Neumann Problem on Unbounded Domains of ℝ^dand Stochastic Variational Inequalities
• Nonlinear Differential Equations of Monotone Types in Banach Spaces
• Stochastic Equations in Infinite Dimensions

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