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The stochastic obstacle problem for the harmonic oscillator with damping |
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| Authors: | Viorel Barbu |
| Affiliation: | a University Al. I. Cuza, 700506, Iasi, Romania b Scuola Normale Superiore, 56126, Pisa, Italy |
| Abstract: | We study the Kolmogorov equation associated with a second order stochastic variational inequality related to the harmonic oscillator. |
| Keywords: | Stochastic variational inequality Kolmogorov equation Invariant measure m-Dissipative operator |
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