The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations

zbMath1210.60070arXiv0809.4447MaRDI QIDQ3066273

Eduard Rotenstein, Aurel Răşcanu

Publication date: 10 January 2011

Full work available at URL: https://arxiv.org/abs/0809.4447

zbMATH Keywords

maximal monotone operatorsFitzpatrick functionSkorohod problem

Mathematics Subject Classification ID

Monotone operators and generalizations (47H05) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (10)

Parabolic variational inequalities with generalized reflecting directions ⋮ CHARACTERIZATION OF APPROXIMATE MONOTONE OPERATORS ⋮ Multivalued backward stochastic differential equations with time delayed generators ⋮ Anticipated backward stochastic variational inequalities with generalized reflection ⋮ Numerical schemes for multivalued backward stochastic differential systems ⋮ Stochastic variational inequalities with oblique subgradients ⋮ Càdlàg Skorokhod problem driven by a maximal monotone operator ⋮ Multivalued backward stochastic differential equations with oblique subgradients ⋮ Backward stochastic variational inequalities on random interval ⋮ Invariance for stochastic differential systems with time-dependent constraining sets

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