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Diffusion processes in bounded domains and singular perturbation problems for variational inequalities with Neumann boundary conditions

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Probabilistic Methods in Differential Equations

Part of the book series: Lecture Notes in Mathematics ((LNM,volume 451))

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References

  1. A. Bensoussan-J. L. Lions, Problèmes de temps d'arrêt optimal et inequations variationnelles paraboliques, Applicable Analysis, 1973, vol. 3, pp. 267–294.

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  2. A. Bensoussan — J. L. Lions, Problèmes de temps d'arrêt optimal et perturbations singulieres pour les inéquations variationnelles avec conditions de Dirichlet sur le bord, Congrès IRIA Théorie du Contrôle, proceedings to appear Springer Verlag Lecture Notes.

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  3. A. Bensoussan — J. L. Lions, Book in preparation.

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  4. N. El Karoui, These Paris 1971

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  5. J. L. Lions, Quelques méthodes de résolution des problèmes aux limites non linéaires, Dunod, Paris, 1969.

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  6. J. L. Lions, G. Stampacchia, Variational inequalities, Comm. Pure and Applied Math. XX (1967), 493–519.

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  7. D. W. Stroock-S.R.S. Varadhan, Diffusion processes with boundary conditions, Comm. Pure and Applied Math., XXIV, (1971), 147–225.

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  8. S. Watanabe, On stochastic differential equations for multidimensional diffusion processes with boundary conditions, J. Math. Kyoto Univ., 1971.

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Authors
  1. A. Bensoussan
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  2. J. L. Lions
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Mark A. Pinsky

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© 1975 Springer-Verlag

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Bensoussan, A., Lions, J.L. (1975). Diffusion processes in bounded domains and singular perturbation problems for variational inequalities with Neumann boundary conditions. In: Pinsky, M.A. (eds) Probabilistic Methods in Differential Equations. Lecture Notes in Mathematics, vol 451. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0068576

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  • DOI: https://doi.org/10.1007/BFb0068576

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-07153-2

  • Online ISBN: 978-3-540-37481-7

  • eBook Packages: Springer Book Archive

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