Geodesic
A Skorokhod Problem Governed by a Closed Convex Moving Set
Journal of convex analysis, Tome 23 (2016) no. 2, pp. 387-423
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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.
Classification : 34H05, 34K35, 60H10
Mots-clés : Bounded variation, differential measure, normal cone, Skorokhod problem, sweeping process, stochastic differential equation, martingale solution, Young measure 
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     author = {C. Castaing and M. D. P. Monteiro Marques and P. Raynaud de Fitte},
     title = {A {Skorokhod} {Problem} {Governed} by a {Closed} {Convex} {Moving} {Set}},
     journal = {Journal of convex analysis},
     pages = {387--423},
     year = {2016},
     volume = {23},
     number = {2},
     url = {http://geodesic.mathdoc.fr/item/JCA_2016_23_2_JCA_2016_23_2_a3/}
}
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C. Castaing; M. D. P. Monteiro Marques; P. Raynaud de Fitte. A Skorokhod Problem Governed by a Closed Convex Moving Set. Journal of convex analysis, Tome 23 (2016) no. 2, pp. 387-423. http://geodesic.mathdoc.fr/item/JCA_2016_23_2_JCA_2016_23_2_a3/