Existence for a class of stochastic parabolic variational inequalities
作者:
A. Rascanu,
期刊:
Stochastics
(Taylor Available online 1981)
卷期:
Volume 5,
issue 3
页码: 201-239
ISSN:0090-9491
年代: 1981
DOI:10.1080/17442508108833181
出版商: Gordon and Breach Science Publishers, Inc
数据来源: Taylor
摘要:
In this paper we deal with the existence of a nonanticipative stochastic process M, solution of the stochastic parabolic variational inequalityfor allvandmin some fixed spaces of stochastic processes (mandMare martingales). If ϕ is a convex indicator function, we obtain a “maximal solution”.
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