Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5775189 | Journal of Mathematical Analysis and Applications | 2017 | 23 Pages |
Abstract
The article focuses on the qualitative analysis of the following stochastic variational inequalitydu(t)+A(t,u(t))dt+âIK(t)(u(t))dtâg(t,u(t))dW(t), considered in a Gelfand-Lions triple space setup VâHâVâ. We study the existence and uniqueness of a strong solution under the assumption of Hölder continuity for the diffusion coefficient of our obstacle problem. Imposing some weaker assumptions on the barriers, we provide the existence of an weak variational solution for the multivalued problem. Moreover, the asymptotic behavior of the solution and a maximum principle are provided.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Aurel RÄÅcanu, Eduard Rotenstein,