ScienceDirect® Home Skip Main Navigation Links
You have guest access to ScienceDirect. Find out more.
 
Home
Browse
My Settings
Alerts
Help
 Quick Search
 Search tips (Opens new window)
    Clear all fields    
 
Font Size: Decrease Font Size  Increase Font Size
 Abstract - selected
Purchase PDF (172 K)

Article Toolbox
 
 
 
Related Articles in ScienceDirect
View More Related Articles
 
View Record in Scopus
 
doi:10.1016/j.jfa.2005.11.004    
How to Cite or Link Using DOI (Opens New Window)

Copyright © 2005 Elsevier Inc. All rights reserved.

The stochastic obstacle problem for the harmonic oscillator with damping

Purchase the full-text article



References and further reading may be available for this article. To view references and further reading you must purchase this article.

Viorel Barbua and Giuseppe Da Pratob, Corresponding Author Contact Information, 1, E-mail The Corresponding Author

aUniversity Al. I. Cuza, 700506, Iasi, Romania

bScuola Normale Superiore, 56126, Pisa, Italy


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


Corresponding Author Contact InformationCorresponding author.
1 Partially supported by the Italian National Project MURST “Equazioni di Kolmogorov”.

 
Home
Browse
My Settings
Alerts
Help
Elsevier.com (Opens new window)
About ScienceDirect  |  Contact Us  |  Information for Advertisers  |  Terms & Conditions  |  Privacy Policy
Copyright © 2008 Elsevier B.V. All rights reserved. ScienceDirect® is a registered trademark of Elsevier B.V.