Existence for a class of stochastic parabolic variational inequalities
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Publication:3920388
DOI10.1080/17442508108833181zbMath0467.60060OpenAlexW2064712352MaRDI QIDQ3920388
Publication date: 1981
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508108833181
Variational inequalities (49J40) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (13)
On the approximation of solutions of stochastic differential inclusions ⋮ Stochastic Navier-Stokes variational inequalities with unilateral boundary conditions: probabilistic weak solvability ⋮ Convergence of invariant measures for singular stochastic diffusion equations ⋮ Stochastic variational inequalities with oblique subgradients ⋮ Stochastic variational inequalities of parabolic type ⋮ Multivalued monotone stochastic differential equations with jumps ⋮ Stochastic variational inequalities in infinite dimensional spaces ⋮ Obstacle problems for parabolic SDEs with Hölder continuous diffusion: from weak to strong solutions ⋮ Optimal control for one-phase Stefan problem with random emission ⋮ Lp-Variational solutions of multivalued backward stochastic differential equations ⋮ On some stochastic parabolic variational inequalities ⋮ Backward stochastic variational inequalities on random interval ⋮ Invariance for stochastic differential systems with time-dependent constraining sets
Cites Work
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- Inéquations d'évolution paraboliques avec convexes dependant du temps. Applications aux inéquations quasi-variationnelles d'évolution
- Ito's lemma in infinite dimensions
- Abstract martingale convergence theorems
- Stochastic partial differential equations and filtering of diffusion processes
- Stochastic Integrals Based on Martingales Taking Values in Hilbert Space
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