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2008 | Vol. 37, no 4 | 797-810
Tytuł artykułu

Some results for the reflection problems in Hilbert spaces

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
This work is concerned with existence and uniqueness of a solution of a stochastic variational inequality on closed convex bounded subsets with nonempty interior and smooth boundary of a Hilbert space H (the reflection problem).
Wydawca

Rocznik
Strony
797-810
Opis fizyczny
Bibliogr. 17 poz.
Twórcy
autor
autor
  • University Al. I. Cuza and Institute of Mathematics Octav Mayer, 700506 Iasi, Romania
Bibliografia
  • BARBU, V. (1993) Analysis and Control of Infinite Dimensional Systems. Academic Press, San Diego, Boston.
  • BARBU, V. and RASCANU, A. (1997) Parabolic variational inequalities with singular inputs. Differential Integral Equations 10 (1), 67-83.
  • BARBU, V. and DA PRATO, G. (2005) The Neumann problem on unbounded domains of Rd and stochastic variational inequalities. Comm. Partial Diff. Equations 11, 1217 - 1248.
  • BARBU, V. and DA PRATO, G. (2008) The generator of the transition semigroup corresponding to a stochastic variational inequality. Comm. Partial Diff. Equations 22 (7), 1318-1338.
  • BENSOUSSAN, A. and RASCANU, A. (1997) Stochastic variational inequalities in infinite-dimensional spaces. Numer. Fund. Anal. Optim. 18 (1-2), 19-54.
  • CÉPA, E. (1994) Multivalued stochastic differential equations. C.R. Acad. Sci. Paris, Ser 1, Math. 319, 1075-1078.
  • CÉPA, E. (1998) Probleme de Skorohod multivoque. Ann. Probab. 26 (2), 500-532.
  • DA PRATO, G. (2004) Kolmogorov Equations for Stochastic PDEs. Birkhäuser, Basel, Boston, Berlin.
  • DA PRATO, G. (2006) An introduction to infinite-dimensional analysis. Springer-Verlag, Berlin.
  • DA PRATO, G. and LUNARDI, A. (2004) Elliptic operators with unbounded drift coefficients and Neumann boundary condition. J. Differential Equations 198, 35-52.
  • DA PRATO, G. and ZABCZYK, J. (1996) Ergodicity for infinite dimensional systems. London Mathematical Society Lecture Notes 229, Cambridge University Press.
  • HAUSSMANN, U.G. and PARDOUX, E. (1989) Stochastic variational inequalities of parabolic type. Appl. Math. Optim. 20 (2), 163-192.
  • KOLMOGOROV, A.N. and FOMIN, S.V. (1970) Introductory Real Analysis. Dover, New York.
  • NUALART, D. and PARDOUX, E. (1992) White noise driven quasilinear SPDEs with reflection. Prob. Theory and Rel Fields 93, 77-89.
  • RASCANU, A. (1996) Deterministic and stochastic differential equations in Hilbert spaces involving multivalued maximal monotone operators. Panamer. Math. J. 6 (3), 83-119.
  • ZAMBOTTI, L. (2001) A reflected stochastic heat equation as symmetric dynamics with respect to 3-d Bessel bridge. J. Functional Anal. 180, 195-209.
  • ZHANG, X. (2007) Skorohod problem and multivalued evolution equations in Banach spaces. Bull Sci. Math. 131, 175-217.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.baztech-article-BAT5-0034-0003
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