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SCUOLA NORMALE SUPERIORE Preprints di Matematica -n. 5 Marzo 2004
 

Summary: SCUOLA NORMALE SUPERIORE
Pisa
Preprints di Matematica - n. 5 Marzo 2004
Irriducibility of the transition semigroup
associated with the stochastic obstacle problem
VIOREL BARBU - GIUSEPPE DA PRATO
Irriducibility of the transition semigroup
associated with the stochastic obstacle
problem
Viorel Barbu 1
University of Iasi, 6600 Iasi, Romania
Giuseppe Da Prato 2
Scuola Normale Superiore, 56126, Pisa, Italy
Abstract. We prove that the transition semigroup corresponding to
stochastic obstacle problem is irreducible.
2000 Mathematics Subject Classification AMS : 35K57, 60J60, 35R15,37L40,
93B05.
Key words. Stochastic obstacle problem, transition semigroup, invariant
measures, controllability.
1 Introduction

  

Source: Abbondandolo, Alberto - Scuola Normale Superiore of Pisa

 

Collections: Mathematics