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Skorohod problem and multivalued stochastic evolution equations in Banach spaces

  • Bielefeld University
  • Huazhong University of Science and Technology

科研成果: 期刊稿件文章同行评审

摘要

By solving a deterministic Skorohod problem in the framework of evolutional triple, we prove the existence and uniqueness of solutions to multivalued stochastic evolution equations involving maximal monotone operators. The existence and uniqueness of invariant measures associated with the solutions as Markov processes are also considered in the present paper. Moreover, we apply the results to stochastic differential equations with normal reflecting boundary conditions and with singular drift terms, as well as a class of multivalued nonlinear stochastic partial differential equations with possibly discontinuous coefficients.

源语言英语
页(从-至)175-217
页数43
期刊Bulletin des Sciences Mathematiques
131
2
DOI
出版状态已出版 - 3月 2007
已对外发布

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