A transfer principle for multivalued stochastic differential equations

DOI10.1016/J.JFA.2008.09.016MaRDI QIDQ1019682zbMATH OpenOpenAlexFDO

Authors Siyan Xu, Jiagang Ren

Publication date 4 June 2009

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

Full work available at URL https://doi.org/10.1016/j.jfa.2008.09.016

zbMATH Keywords

maximal monotone operatortransfer principlemultivalued stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)

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• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
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Cited in

(13)

• Reflected rough differential equations
• Support theorem for stochastic variational inequalities
• Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces
• Wong-Zakai approximation of solutions to reflecting stochastic differential equations on domains in Euclidean spaces. II
• A Wong-Zakai approximation for random invariant manifolds
• Approximate the dynamical behavior for stochastic systems by Wong-zakai approaching
• Large deviations for invariant measures of multivalued stochastic differential equations
• On reflected Stratonovich stochastic differential equations
• Multiple stochastic fractional integrals: A transfer principle for multiple stochastic fractional integrals
• Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
• A maximum principle for the stochastic variational inequalities
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
• On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales

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