Convergence of invariant measures for multivalued stochastic differential equations

DOI10.1016/S0252-9602(16)30015-7zbMATH Open1363.28003OpenAlexW2281396989MaRDI QIDQ320565FDOQ320565

Authors: Yue Guan, Hua Zhang 

Publication date: 6 October 2016

Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0252-9602(16)30015-7

zbMATH Keywords

invariant measuremaximal monotone operatorYosida approximationmultivalued stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Spaces of measures, convergence of measures (28A33)

Cited In (4)

• Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
• On large deviation convergence of invariant measures
• Multidimensional Strongly Deferred Invariant Convergence
• Invariance of closed convex sets for stochastic functional differential equations

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