Perturbation stochastique de processus de rafle

Bernicot, Frédéric

Séminaire Équations aux dérivées partielles (Polytechnique) dit aussi "Séminaire Goulaouic-Schwartz" (2008-2009), Exposé no. 19, 13 p.

Lors de cet exposé, nous nous intéressons à l’étude de perturbations stochastiques de certaines inclusions différentielles du premier ordre  : les processus de rafle par des ensembles uniformément prox-réguliers. Ce travail nous amène à combiner la théorie des processus de rafle et celle traitant de la reflexion d’un mouvement brownien sur la frontière d’un ensemble. Nous donnerons des résultats traitant du caractère bien-posé de ces inclusions différentielles stochastiques et de leur stabilité.

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