A transfer principle for multivalued stochastic differential equations

DOI10.1016/j.jfa.2008.09.016zbMath1210.60064OpenAlexW1967701615MaRDI QIDQ1019682

Siyan Xu, Jiangang Ren

Publication date: 4 June 2009

Published in: Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfa.2008.09.016

zbMATH Keywords

maximal monotone operatortransfer principlemultivalued stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

Related Items (12)

A maximum principle for the stochastic variational inequalities ⋮ Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching ⋮ Strong convergence rate for multivalued stochastic differential equations via stochastic theta method ⋮ Large deviations for invariant measures of multivalued stochastic differential equations ⋮ Support theorem for stochastic variational inequalities ⋮ A Wong-Zakai approximation for random invariant manifolds ⋮ Wong-Zakai Approximation of Solutions to Reflecting Stochastic Differential Equations on Domains in Euclidean Spaces II ⋮ Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces ⋮ On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales ⋮ Reflected rough differential equations ⋮ Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ On reflected Stratonovich stochastic differential equations

Cites Work

• Tightness criteria for laws of semimartingales
• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• Explicit solutions for multivalued stochastic differential equations
• Mécanique aléatoire
• Random time changes and convergence in distribution under the Meyer-Zheng conditions
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