Diffusion equation for multivalued stochastic differential equations

DOI10.1016/0022-1236(82)90086-6zbMATH Open0528.60066OpenAlexW1987260888MaRDI QIDQ786457FDOQ786457

Authors: Paul Kree 

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1016/0022-1236(82)90086-6

zbMATH Keywords

Fokker-Planck equationmultivalued stochastic differential equationmaximal monotonic operator

Mathematics Subject Classification ID

Diffusion processes (60J60) Ordinary differential inclusions (34A60) Stochastic analysis (60H99)

Cites Work

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Cited In (26)

• WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
• Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
• The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
• Stochastic equations and inclusions with mean derivatives and some applications
• Controllability for neutral stochastic functional differential inclusions with infinite delay in abstract space
• Nonlinear stochastic partial differential equations with singular diffusivity and gradient Stratonovich noise
• Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple
• Existence of Solutions of Nonlinear Neutral Stochastic Differential Inclusions in a Hilbert Space
• Approximating and Simulating Multivalued Stochastic Differential Equations
• Well-posedness of stochastic variational inequalities with discontinuous drifts
• Averaging principle for stochastic variational inequalities with application to PDEs with nonlinear Neumann conditions
• Harnack inequalities and applications for multivalued stochastic evolution equations
• Error estimates of the backward Euler-Maruyama method for multi-valued stochastic differential equations
• Existence results for stochastic semilinear differential inclusions with nonlocal conditions
• Existence of solutions of semilinear stochastic delay evolution inclusions in a Hilbert space
• On a stochastic evolution equation
• Existence results for impulsive neutral stochastic evolution inclusions in Hilbert space
• Existence of solutions of nonlinear stochastic integrodifferential inclusions in a Hilbert space
• Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces
• On multivalued stochastic integral equations driven by semimartingales
• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• Approximations for stochastic differential equations with reflecting convex boundaries
• Approximating systems of differential equations with random inputs or boundary conditions
• Existence of solutions for a impulsive nonlocal stochastic functional integrodifferential inclusion in Hilbert spaces
• Stochastic variational inequalities with jumps
• On the approximation of solutions of stochastic differential inclusions

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