Càdlàg Skorokhod problem driven by a maximal monotone operator

DOI10.1016/j.jmaa.2015.03.086zbMath1338.60149arXiv1306.1686OpenAlexW2082047626MaRDI QIDQ2347447

Mateusz Topolewski, Lucian Maticiuc, Aurel Răşcanu, Leszek Slominski

Publication date: 27 May 2015

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.1686

zbMATH Keywords

maximal monotone operatorsSkorokhod problemYosida approximation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Monotone operators and generalizations (47H05) Set-valued operators (47H04) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Stochastic analysis (60H99)

Related Items (7)

On a time and state dependent maximal monotone operator coupled with a sweeping process with perturbations ⋮ Backward stochastic differential equations with two barriers and generalized reflection ⋮ Various perturbations of time dependent maximal monotone/accretive operators in evolution inclusions with applications ⋮ On the continuity of the probabilistic representation of a semilinear Neumann-Dirichlet problem ⋮ Multivalued monotone stochastic differential equations with jumps ⋮ Unnamed Item ⋮ Penalty method for obliquely reflected diffusions

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