Skorohod problem and multivalued stochastic evolution equations in Banach spaces (Q871046)

From MaRDI portal





scientific article; zbMATH DE number 5134236
Language Label Description Also known as
default for all languages
No label defined
    English
    Skorohod problem and multivalued stochastic evolution equations in Banach spaces
    scientific article; zbMATH DE number 5134236

      Statements

      Skorohod problem and multivalued stochastic evolution equations in Banach spaces (English)
      0 references
      0 references
      15 March 2007
      0 references
      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.
      0 references
      0 references
      Skorohod problem
      0 references
      stochastic evolution equations
      0 references
      evolutional triple
      0 references
      maximal monotone operator
      0 references
      multi-valued stochastic equations
      0 references
      invariant measure
      0 references
      stochastic equations in Banach spaces
      0 references
      existence and uniqueness
      0 references
      stochastic partial differential equations
      0 references

      Identifiers

      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references
      0 references