Skorohod problem and multivalued stochastic evolution equations in Banach spaces

DOI10.1016/J.BULSCI.2006.05.009zbMATH1117.60066OpenAlexW1998280306MaRDI QIDQ871046FDOQ871046

Authors Xicheng Zhang

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

zbMATH Keywords

stochastic partial differential equationsexistence and uniquenessinvariant measuremaximal monotone operatorstochastic evolution equationsSkorohod problemevolutional triplemulti-valued stochastic equationsstochastic equations in Banach spaces

Mathematics Subject Classification ID

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)

Recommendations

• Abstract stochastic evolution equations on banach spaces
• WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
• Stochastic evolution equations in UMD Banach spaces
• On the equivalence of solutions for a class of stochastic evolution equations in a Banach space
• scientific article; zbMATH DE number 3949422
• scientific article; zbMATH DE number 5371448
• scientific article; zbMATH DE number 3883347
• On the martingale problem for Banach space valued stochastic differential equations
• Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
• On the initial value problem of stochastic evolution equations in Hilbert spaces

Cites work

• scientific article; zbMATH DE number 3984248 (Why is no real title available?)
• scientific article; zbMATH DE number 45061 (Why is no real title available?)
• scientific article; zbMATH DE number 48405 (Why is no real title available?)
• scientific article; zbMATH DE number 48952 (Why is no real title available?)
• scientific article; zbMATH DE number 3514556 (Why is no real title available?)
• scientific article; zbMATH DE number 1302005 (Why is no real title available?)
• scientific article; zbMATH DE number 3998906 (Why is no real title available?)
• scientific article; zbMATH DE number 816099 (Why is no real title available?)
• scientific article; zbMATH DE number 3342557 (Why is no real title available?)
• scientific article; zbMATH DE number 3398324 (Why is no real title available?)
• A viability approach to the skorohod problem
• Diffusing particles with electrostatic repulsion
• Diffusion equation for multivalued stochastic differential equations
• Ergodicity for Infinite Dimensional Systems
• Multivalued Skorohod problem
• Nonlinear evolution operators and semigroups. Applications to partial differential equations
• Stochastic Equations in Infinite Dimensions
• Stochastic differential equations for multi-dimensional domain with reflecting boundary
• Stochastic differential equations with reflecting boundary condition in convex regions
• Stochastic differential equations with reflecting boundary conditions
• Stochastic evolution equations
• Stochastic variational inequalities of parabolic type
• Weakly Differentiable Functions
• White noise driven quasilinear SPDEs with reflection

Cited in

(31)

• DENJOY'S APPROXIMATE CONTINUITY FOR THE SOLUTIONS OF MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS
• General large deviations and functional iterated logarithm law for multivalued stochastic differential equations
• Harnack inequalities and applications for multivalued stochastic evolution equations
• Stochastic equations with discontinuous jump functions
• Systems of reflected stochastic PDEs in a convex domain: analytical approach
• WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
• Set-valued and fuzzy stochastic differential equations in M-type 2 Banach spaces
• Backward multivalued McKean-Vlasov SDEs and associated variational inequalities
• Stochastic variational inequalities associated with elasto-plastic torsion
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• Stochastic evolution equations in Banach spaces and applications to the Heath-Jarrow-Morton-Musiela equations
• A veraging principle for multivalued stochastic differential equations
• Large deviations for invariant measures of multivalued stochastic differential equations
• ANTICIPATING MULTIDIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH REFLECTIONS
• Stochastic averaging principle for multi-valued McKean-Vlasov 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
• On stochastic evolution equations with non-Lipschitz coefficients
• Exponential ergodicity for non-Lipschitz white noise driven parabolic stochastic partial differential equations with two reflecting walls
• Asymptotic behaviors of small perturbation for multivalued Mckean-Vlasov stochastic differential equations
• Large deviation for slow-fast McKean-Vlasov stochastic differential equations driven by fractional Brownian motions and Brownian motions
• Limit theorems of invariant measures for multivalued McKean-Vlasov stochastic differential equations
• Stochastic averaging principles for multi-valued stochastic differential equations driven by Poisson point processes
• An averaging principle for multivalued stochastic differential equations
• A transfer principle for multivalued stochastic differential equations
• Large deviations for multivalued stochastic differential equations
• Multi-valued, singular stochastic evolution inclusions
• Strong convergence rate for multivalued stochastic differential equations via stochastic theta method
• Reflection of stochastic evolution equations in infinite dimensional domains
• On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales
• On a new set-valued stochastic integral with respect to semimartingales and its applications

This page was built for publication: Skorohod problem and multivalued stochastic evolution equations in Banach spaces

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q871046)