Title of article :
The stochastic obstacle problem
for the harmonic oscillator with damping
Author/Authors :
Viorel Barbu، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2006
Abstract :
We study the Kolmogorov equation associated with a second order stochastic variational inequality related
to the harmonic oscillator.
© 2005 Elsevier Inc. All rights reserved.
Keywords :
m-Dissipative operator , invariant measure , Stochastic variational inequality , Kolmogorov equation
Journal title :
Journal of Functional Analysis
Journal title :
Journal of Functional Analysis