Stochastic variational inequalities on non-convex domains

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Variational Problems on Classes of Convex Domains

We prove the existence of minimizers for functionals defined over the class of convex domains contained inside a bounded set D of R and with prescribed volume. Some applications are given, in particular we prove that the eigenvalues of differential operators of second and fourth order with non-constant coefficients as well as integral functionals depending on the solution of an elliptic equatio...

متن کامل

Inequalities for quermassintegrals on k-convex domains

In this paper, we study the Aleksandrov–Fenchel inequalities for quermassintegrals on a class of nonconvex domains. Our proof uses optimal transport maps as a tool to relate curvature quantities of different orders defined on the boundary of the domain. © 2013 Elsevier Inc. All rights reserved.

متن کامل

Convex comparison inequalities for non-Markovian stochastic integrals∗

E[φ(X∗)] ≤ E[φ(X)], (1.1) ∗The third author acknowledges the financial support from NTU Start-Up Grant M58110087. †UMR 6625 CNRS Institut de Recherche Mathématique de Rennes (IRMAR), Université de Rennes 1, Campus de Beaulieu, 35042 Rennes Cedex, France. ‡Laboratoire Analyse, Géométrie & Applications, UMR 7539, Institut Galilée, Université Paris 13, 99 avenue J.B. Clément, 93430 Villetaneuse, F...

متن کامل

Variational Inequalities and Normals to Convex Sets

Variational inequalities and even quasi-variational inequalities, as means of expressing constrained equilibrium, have utilized geometric properties of convex sets, but the theory of tangent cones and normal cones has yet to be fully exploited. Much progress has been made in that theory in recent years in understanding the variational geometry of nonconvex as well as convex sets and applying it...

متن کامل

Solving asymmetric variational inequalities via convex optimization

Using duality, we reformulate the asymmetric variational inequality (VI) problem over a conic region as an optimization problem. We give sufficient conditions for the convexity of this reformulation. We thereby identify a class of VIs that includes monotone affine VIs over polyhedra, which may be solved by commercial optimization solvers. © 2005 Elsevier B.V. All rights reserved.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Differential Equations

سال: 2015

ISSN: 0022-0396

DOI: 10.1016/j.jde.2015.08.023