Yosida approximations for multivalued stochastic differential equations

DOI10.1080/17442509508833965zbMath0864.60046OpenAlexW2036648070MaRDI QIDQ4890041

Roger Pettersson

Publication date: 15 June 1997

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508833965

zbMATH Keywords

maximal monotone mapsmultivalued stochastic differential equationsYosida approximations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Related Items (9)

Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations ⋮ Large deviations for invariant measures of multivalued stochastic differential equations ⋮ Existence results for impulsive neutral stochastic evolution inclusions in Hilbert space ⋮ Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple ⋮ Existence of solutions of semilinear stochastic delay evolution inclusions in a Hilbert space ⋮ Existence of Solutions of Nonlinear Neutral Stochastic Differential Inclusions in a Hilbert Space ⋮ The Yosida approximation iterative technique for split monotone Yosida variational inclusions ⋮ Viable solutions of set-valued stochastic equation ⋮ Existence of solutions of nonlinear stochastic integrodifferential inclusions in a Hilbert space

This page was built for publication: Yosida approximations for multivalued stochastic differential equations