Title of article :
Invariance of stochastic control systems with deterministic arguments
Author/Authors :
Frankowska، Helene نويسنده , , Prato، Giuseppe Da نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Pages :
-17
From page :
18
To page :
0
Abstract :
An evolution compressible Stokes system is studied in polygon. A lowest order corner singularity by the Laplacian operator is sorted out and an increased regularity is established in a suitable Banach space. In the lowest level, for each time the order of the corner singularity of the system is the same as that of the Laplacian. In addition, a singular function for pressure is defined and shows that the corner singularities originated from the corners of polygon may propagate along the directed streamlines.
Keywords :
Stochastic invariance , State constraints , Stochastic control systems , Stratonovitch drift
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS
Serial Year :
2004
Journal title :
JOURNAL OF DIFFERENTIAL EQUATIONS
Record number :
119160
Link To Document :
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