See Frehse 1972. Frehse, Jens (1972), "On the regularity of the solution of a second order variational inequality", Bolletino della Unione Matematica Italiana, Serie IV, vol. 6, pp. 312–315, MR0318650, Zbl0261.49021.
See the lecture notes by Evans, pp. 110–114). Evans, Lawrence, An Introduction to Stochastic Differential Equations(PDF), p. 130, archived from the original(PDF) on July 18, 2011, retrieved July 11, 2011. A set of lecture notes surveying "without too many precise details, the basic theory of probability, random differential equations and some applications", as the author himself states.
See the lecture notes by Evans, pp. 110–114). Evans, Lawrence, An Introduction to Stochastic Differential Equations(PDF), p. 130, archived from the original(PDF) on July 18, 2011, retrieved July 11, 2011. A set of lecture notes surveying "without too many precise details, the basic theory of probability, random differential equations and some applications", as the author himself states.
See Frehse 1972. Frehse, Jens (1972), "On the regularity of the solution of a second order variational inequality", Bolletino della Unione Matematica Italiana, Serie IV, vol. 6, pp. 312–315, MR0318650, Zbl0261.49021.