Cadlag Skorokhod problem driven by a maximal monotone operator
Dynamical Systems
2015-10-30 v2
Abstract
The article deals with existence and uniqueness of the solution of the following differential equation (a c\`adl\`ag Skorokhod problem) driven by a maximal monotone operator and with singular input generated by the c\`{a}dl\`{a}g function : \left\{ \begin{array} [c]{l} dx_{t}+A\left( x_{t}\right) \left( dt\right) +dk_{t}^{d}\ni dm_{t} \,,~t\geq0,\\ x_{0}=m_{0}, \end{array} \right. where is a pure jump function. The jumps outside of the constrained domain are counteracted through the generalized projection , by taking , whenever . Approximations of the solution based on discretization and Yosida penalization are considered.
Cite
@article{arxiv.1306.1686,
title = {Cadlag Skorokhod problem driven by a maximal monotone operator},
author = {Lucian Maticiuc and Aurel Răşcanu and Leszek Słomiński and Mateusz Topolewski},
journal= {arXiv preprint arXiv:1306.1686},
year = {2015}
}
Comments
42 pages