A Skorokhod problem governed by a closed convex moving set - Archive ouverte HAL Access content directly
Journal Articles Journal of Convex Analysis Year : 2016

A Skorokhod problem governed by a closed convex moving set

Charles Castaing
  • Function : Author
  • PersonId : 960748
Manuel D.P. Monteiro Marques
  • Function : Author
  • PersonId : 960749

Abstract

We present several results in Skorokhod problems governed by a sweeping process with application to a Skorokhod differential equation in both deterministic and stochastic cases. In particular, we study a Skorokhod evolution inclusion involving the normal cone of a closed convex moving set with nonempty interior via Young measures.
No file

Dates and versions

hal-01780957 , version 1 (28-04-2018)

Identifiers

  • HAL Id : hal-01780957 , version 1

Cite

Charles Castaing, Manuel D.P. Monteiro Marques, Paul Raynaud de Fitte. A Skorokhod problem governed by a closed convex moving set. Journal of Convex Analysis, 2016, 23 (2), pp.387-423. ⟨hal-01780957⟩
144 View
0 Download

Share

Gmail Facebook X LinkedIn More