Journal of Convex Analysis 23 (2016), No. 2, 387--423
Copyright Heldermann Verlag 2016
A Skorokhod Problem Governed by a Closed Convex Moving Set
Charles Castaing
Dép. de Mathématiques, Université Montpellier II, Case courrier 051, 34095 Montpellier Cedex 5, France
charles.castaing@gmail.com
Manuel D. P. Monteiro Marques
Dep. de Matemática, Universidade de Lisboa, Av. Prof. Gama Pinto 2, 1649-003 Lisboa, Portugal
mdmarques@fc.ul.pt
Paul Raynaud de Fitte
Laboratoire de Mathématiques, Université de Rouen, Avenue de l'Université, BP.12, Technopôle du Madrillet, F-76801 Saint-Étienne-du-Rouvray
prf@univ-rouen.fr
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.
Keywords: Bounded variation, differential measure, normal cone, Skorokhod problem, sweeping process, stochastic differential equation, martingale solution, Young measure.
MSC: 34H05, 34K35, 60H10
[ Fulltext-pdf (295 KB)] for subscribers only.