Degenerate Dirichlet problems related to the invariant measure of elasto-plastic oscillators
A stochastic variational inequality involving a degenerate diffusion is considered, motivated by a problem of random vibrations of an elasto-plastic oscillator. Existence and uniqueness of an invariant measure for this system is established under suitable conditions and its density is characterized as the solution of a system of partial differential equations. The analysis thereof involves some non-standard Dirichlet problems.
scientific article; zbMATH DE number 5565957
scientific article