Skorohod problem and multivalued stochastic evolution equations in Banach spaces
type: Item
instance of: scholarly article
title: Skorohod problem and multivalued stochastic evolution equations in Banach spaces
zbMATH Open document ID: 1117.60066
author: Xicheng Zhang
published in: Bulletin des Sciences Mathématiques
publication date: 2007-03-15T00:00:00Z
review text: The author proves existence and uniqueness of solutions to multi-valued stochastic evolution equations involving maximal monotone operators. For this purpose, a deterministic Skorohod problem in the framework of evolutional triple is solved. The existence and uniqueness of invariant measures associated with the solutions as Markov processes are also considered. Moreover, the author applies the results to stochastic differential equations with normal reflecting boundary conditions and with singular drift terms, as well as to a class of multi-valued nonlinear stochastic partial differential equations with possibly discontinuous coefficients.
reviewed by: Henri Schurz
Mathematics Subject Classification ID: 60H25
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 34G20
Mathematics Subject Classification ID: 37H10
Mathematics Subject Classification ID: 37L55
Mathematics Subject Classification ID: 47H40
Mathematics Subject Classification ID: 47J35
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H15
zbMATH DE Number: 5134236
zbMATH Keywords: Skorohod problem
zbMATH Keywords: stochastic evolution equations
zbMATH Keywords: evolutional triple
zbMATH Keywords: maximal monotone operator
zbMATH Keywords: multi-valued stochastic equations
zbMATH Keywords: invariant measure
zbMATH Keywords: stochastic equations in Banach spaces
zbMATH Keywords: existence and uniqueness
zbMATH Keywords: stochastic partial differential equations
MaRDI profile type: Publication
full work available at URL: j.bulsci.2006.05.009
OpenAlex ID: W1998280306
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DOI: 10.1016/J.BULSCI.2006.05.009
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description: scientific article; zbMATH DE number 5134236