Summary: The generator of the transition
semigroup corresponding to a
stochastic variational inequality
Giuseppe Da Prato
Viorel Barbu
Preprint di Matematica ­ N. 7
Aprile 2007
The generator of the transition semigroup
corresponding to a stochastic variational
inequality
Viorel Barbu
University Al. I. Cuza
and
Institute of Mathematics "Octav Mayer", Iasi, Romania ,
Giuseppe Da Prato
,
Scuola Normale Superiore di Pisa, Italy
April 3, 2007
Abstract. One proves that the generator of the transition semigroup of
a stochastic differential equation with boundary reflection on a convex set K

Source: Abbondandolo, Alberto - Scuola Normale Superiore of Pisa

Collections: Mathematics