The Neumann Problem on Unbounded Domains of ℝdand Stochastic Variational Inequalities

DOI10.1080/03605300500257651zbMath1130.35137OpenAlexW2066821407MaRDI QIDQ5708008

Viorel Barbu, Giuseppe Da Prato

Publication date: 25 November 2005

Published in: Communications in Partial Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03605300500257651

zbMATH Keywords

invariant measuretransition semigroupKolmogorov operatorYosida approximation

Mathematics Subject Classification ID

Related Items (9)

Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space ⋮ \(m\)-dissipativity of some gradient systems with measurable potential ⋮ The stochastic reflection problem with multiplicative noise ⋮ Convergence of invariant measures for singular stochastic diffusion equations ⋮ The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality ⋮ On regularity of invariant measures of multivalued stochastic differential equations ⋮ Multi-valued, singular stochastic evolution inclusions ⋮ Kolmogorov equation associated to the stochastic reflection problem on a smooth convex set of a Hilbert space. II. ⋮ Optimal Feedback Controllers for a Stochastic Differential Equation with Reflection

Cites Work

• Large deviations and the Malliavin calculus
• Elliptic operators with unbounded drift coefficients and Neumann boundary condition.
• Elliptic partial differential equations of second order
• Regularity of invariant measures on finite and infinite dimensional spaces and applications
• ON REGULARITY OF TRANSITION PROBABILITIES AND INVARIANT MEASURES OF SINGULAR DIFFUSIONS UNDER MINIMAL CONDITIONS
• Ergodicity for Infinite Dimensional Systems
• Unnamed Item

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