On stochastic Lewy-Stampacchia’s inequality
Yassine TAHRAOUI,
LMAP-UPPA, France / LEDPNL & HM - ENS Kouba, Algeria
| Speaker |
Yassine TAHRAOUI,
LMAP-UPPA, France / LEDPNL & HM - ENS Kouba, Algeria
|
|---|---|
| When |
Feb 14, 2020
from 02:00 PM to 03:00 PM |
| Where | LH 006 |
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Abstract: In this talk, I present a result of existence and uniqueness, with the corresponding Lewy-Stampacchia’s (L-S) inequalities, of the solution to a stochastic obstacle problem with a nonlinear operator T-monotone operator associated with a random obstacle that doesn’t cancel the diffusion coefficients. By using a penalization method of the constraint, associated with a suitable perturbation of the stochastic reaction, we are able to prove on one hand the existence of a solution to the stochastic obstacle problem, and on the other hand, to prove the corresponding stochastic L-S inequalities.
This is joint submitted work with Guy VALLET.