The Neumann Problem on Unbounded Domains of ℝ d and Stochastic Variational Inequalities
Viorel Barbu, Giuseppe Da Prato · Communications in Partial Differential Equations · 2005
An elliptic equation with Neumann boundary conditions and unbounded drift coefficients is studied in a space L 2(ℝ d , ν) where ν is an invariant measure. The corresponding semigroup generated by the elliptic operator is identified with the transition semigroup associated with a stochastic variational inequality.