A Skorokhod Problem Governed by a Closed Convex Moving Set

作者：Castaing C^*; Monteiro Marques M D P; de Fitte P Raynaud

来源：Journal of Convex Analysis, 2016, 23(2): 387-423.

• Bounded variation
• differential measure
• normal cone
• Skorokhod problem
• sweeping process
• stochastic differential equation
• martingale solution
• Young measure

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.

• 出版日期2016