Stochastic perturbation of sweeping process ...
Type de document :
Compte-rendu et recension critique d'ouvrage
Titre :
Stochastic perturbation of sweeping process and a convergence result for an associated numerical scheme
Auteur(s) :
Bernicot, Frederic [Auteur]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Venel, Juliette [Auteur]
Laboratoire de Mathématiques et leurs Applications de Valenciennes - EA 4015 [LAMAV]
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Venel, Juliette [Auteur]
Laboratoire de Mathématiques et leurs Applications de Valenciennes - EA 4015 [LAMAV]
Titre de la revue :
Journal of Differential Equations
Pagination :
1195-1224
Éditeur :
Elsevier
Date de publication :
2011
ISSN :
0022-0396
Mot(s)-clé(s) en anglais :
Sweeping process
differential inclusions
stochastic differential equations
Euler scheme
differential inclusions
stochastic differential equations
Euler scheme
Discipline(s) HAL :
Mathématiques [math]/Equations aux dérivées partielles [math.AP]
Mathématiques [math]/Probabilités [math.PR]
Mathématiques [math]/Analyse numérique [math.NA]
Mathématiques [math]/Probabilités [math.PR]
Mathématiques [math]/Analyse numérique [math.NA]
Résumé en anglais : [en]
Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic ...
Lire la suite >Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process theory and methods concerning the reflection of a Brownian motion. In addition, we prove convergence results for a Euler scheme, discretizing theses stochastic differential inclusions.Lire moins >
Lire la suite >Here we present well-posedness results for first order stochastic differential inclusions, more precisely for sweeping process with a stochastic perturbation. These results are provided in combining both deterministic sweeping process theory and methods concerning the reflection of a Brownian motion. In addition, we prove convergence results for a Euler scheme, discretizing theses stochastic differential inclusions.Lire moins >
Langue :
Anglais
Vulgarisation :
Non
Commentaire :
30 pages
Collections :
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