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A variational approach to Ornstein-Uhlenbeck evolution equations and obstacle problems

Ipocoana, Erica et al.
arXiv (All) · Papers
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analysis-of-pdes
We develop a variational formulation of the Ornstein-Uhlenbeck evolution equation based on a Gaussian divergence structure, in which the drift term is absorbed into the first variation of a weighted Dirichlet energy rather than treated as a lower-order perturbation. For the linear equation, the dist
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