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SCUOLA NORMALE SUPERIORE Preprints di Matematica -n. 11 Ottobre 2004
 

Summary: SCUOLA NORMALE SUPERIORE
Pisa
Preprints di Matematica - n. 11 Ottobre 2004
The Neumann problem on unbounded domains
of R^d and stochastic variational inequalities
VIOREL BARBU - GIUSEPPE DA PRATO
The Neumann problem on unbounded domains of Rd
and
stochastic variational inequalities
Viorel Barbu (1)
University of Iasi, 6600 Iasi, Romania
Giuseppe Da Prato (2)
Scuola Normale Superiore di Pisa, 56126, Pisa, Italy
Abstract: An elliptic equation with Neumann boundary conditions and unbounded drift coeffi-
cients is studied in a space L2
(Rd
, ) where is an invariant measure. The corresponding semi-
group generated by the elliptic operator is identified with the transition semigroup associated with
a stochastic variational inequality.
2000 Mathematics Subject Classification AMS : 35J25, 47D07, 47H06.

  

Source: Abbondandolo, Alberto - Scuola Normale Superiore of Pisa

 

Collections: Mathematics