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
Pages :
19
From page :
430
To page :
448
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
Serial Year :
2006
Journal title :
Journal of Functional Analysis
Record number :
839121
Link To Document :
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