Stochastic Perturbation of Sweeping Processes Driven by Continuous Uniformly Prox-Regular Moving Sets

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Authors: Juan Guillermo Garrido, Nabil Kazi-Tani, Emilio Vilches
Cited by: 0

Abstract

In this paper, we study the existence of solutions to sweeping processes in the presence of stochastic perturbations, where the moving set takes uniformly prox-regular values and varies continuously with respect to the Hausdorff distance, without smoothness assumptions. We propose a minimal geometric framework for such moving sets, make precise the logical implications between several standard hypotheses in the literature, and provide practical sufficient conditions that apply in particular to constraints defined as finite intersections of sublevel sets. Within this setting, we establish existence of weak and strong solutions and prove pathwise uniqueness for the associated stochastic differential equations reflected in time-dependent domains.

Fields of Study & Subjects

Optimization and Variational Analysis Contact Mechanics and Variational Inequalities Nonlinear Differential Equations Analysis

Publication details

Journal / source
arXiv (Cornell University)
Publication date
16 January 2026
Language
EN
Document type
Preprint