Skorohod problem and multivalued stochastic evolution equations in Banach spaces
DOI10.1016/J.BULSCI.2006.05.009zbMATH Open1117.60066OpenAlexW1998280306MaRDI QIDQ871046FDOQ871046
Publication date: 15 March 2007
Published in: Bulletin des Sciences Mathématiques (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.bulsci.2006.05.009
stochastic partial differential equationsexistence and uniquenessinvariant measuremaximal monotone operatorstochastic evolution equationsSkorohod problemevolutional triplemulti-valued stochastic equationsstochastic equations in Banach spaces
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Nonlinear differential equations in abstract spaces (34G20) Generation, random and stochastic difference and differential equations (37H10) Infinite-dimensional random dynamical systems; stochastic equations (37L55) Nonlinear evolution equations (47J35) Random nonlinear operators (47H40) Random operators and equations (aspects of stochastic analysis) (60H25)
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Cited In (29)
- WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
- Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
- Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
- Stochastic equations with discontinuous jump functions
- Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes
- On a new set-valued stochastic integral with respect to semimartingales and its applications
- Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls
- DENJOY'S APPROXIMATE CONTINUITY FOR THE SOLUTIONS OF MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS
- Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple
- MULTIVALUED STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS VIA BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
- ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS
- A transfer principle for multivalued stochastic differential equations
- Stochastic variational inequalities associated with elasto-plastic torsion
- Systems of reflected stochastic PDEs in a convex domain: analytical approach
- Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
- On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales
- Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces
- A veraging principle for multivalued stochastic differential equations
- Large deviations for multivalued stochastic differential equations
- Large deviations for invariant measures of multivalued stochastic differential equations
- ON STOCHASTIC EVOLUTION EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS
- Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
- General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
- Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
- HARNACK INEQUALITIES AND APPLICATIONS FOR MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS
- Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
- Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
- An Averaging Principle for Multivalued Stochastic Differential Equations
- Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations
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