An analytic approach to the ergodic theory of a stochastic variational inequality

DOI10.1016/j.crma.2012.03.011zbMath1248.60078arXiv1112.4124OpenAlexW2963633593MaRDI QIDQ424744

Alain Bensoussan, Laurent Mertz

Publication date: 4 June 2012

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1112.4124

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)

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Cites Work

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• Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators
• On a Class of Partial Differential Equations with Nonlocal Dirichlet Boundary Conditions