Copyright © 2005 Elsevier Inc. All rights reserved.
The stochastic obstacle problem for the harmonic oscillator with damping
Received 4 November 2005;
accepted 10 November 2005.
Communicated by Paul Malliavin.
Available online 20 December 2005.
Abstract
We study the Kolmogorov equation associated with a second order stochastic variational inequality related to the harmonic oscillator.
Keywords: Stochastic variational inequality; Kolmogorov equation; Invariant measure; m-Dissipative operator






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