A transfer principle for multivalued stochastic differential equations

DOI10.1016/J.JFA.2008.09.016zbMATH Open1210.60064OpenAlexW1967701615MaRDI QIDQ1019682FDOQ1019682

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

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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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Cited In (13)

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

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