Diffusion equation for multivalued stochastic differential equations

DOI10.1016/0022-1236(82)90086-6zbMath0528.60066OpenAlexW1987260888MaRDI QIDQ786457

Paul Kree

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0022-1236(82)90086-6

zbMATH Keywords

Fokker-Planck equationmultivalued stochastic differential equationmaximal monotonic operator

Mathematics Subject Classification ID

Ordinary differential inclusions (34A60) Diffusion processes (60J60) Stochastic analysis (60H99)

Related Items (25)

Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions ⋮ Existence of solutions for a impulsive nonlocal stochastic functional integrodifferential inclusion in Hilbert spaces ⋮ On the approximation of solutions of stochastic differential inclusions ⋮ Controllability for neutral stochastic functional differential inclusions with infinite delay in abstract space ⋮ Approximations for stochastic differential equations with reflecting convex boundaries ⋮ Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations ⋮ Skorohod problem and multivalued stochastic evolution equations in Banach spaces ⋮ Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations ⋮ Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces ⋮ Stochastic variational inequalities with jumps ⋮ Existence results for stochastic semilinear differential inclusions with nonlocal conditions ⋮ Existence results for impulsive neutral stochastic evolution inclusions in Hilbert space ⋮ WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES ⋮ HARNACK INEQUALITIES AND APPLICATIONS FOR MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS ⋮ Approximating and Simulating Multivalued Stochastic Differential Equations ⋮ The interrelation between stochastic differential inclusions and set-valued stochastic differential equations ⋮ Approximating systems of differential equations with random inputs or boundary conditions ⋮ 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 ⋮ Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise ⋮ On a stochastic evolution equation ⋮ On multivalued stochastic integral equations driven by semimartingales ⋮ Stochastic equations and inclusions with mean derivatives and some applications ⋮ Existence of solutions of nonlinear stochastic integrodifferential inclusions in a Hilbert space

Cites Work

• Monotone (nonlinear) operators in Hilbert space
• Stochastic differential equations with reflecting boundary condition in convex regions
• The degenerate Neumann problem and degenerate diffusions with Venttsel's boundary conditions
• Semi-groups of nonlinear contractions and dissipative sets
• Solutions faibles d'équations d'évolution dans les espaces de Hilbert. (Weak solution of evolution equations in Hilbert spaces)
• Proximité et dualité dans un espace hilbertien
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