Skorohod problem and multivalued stochastic evolution equations in Banach spaces

Xicheng Zhang*

*Corresponding author for this work

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Abstract

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.

Original languageEnglish
Pages (from-to)175-217
Number of pages43
JournalBulletin des Sciences Mathematiques
Volume131
Issue number2
DOIs
Publication statusPublished - Mar 2007
Externally publishedYes

Keywords

  • Evolutional triple
  • Invariant measure
  • Maximal monotone operator
  • Multivalued stochastic equation
  • Skorohod problem

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Zhang, X. (2007). Skorohod problem and multivalued stochastic evolution equations in Banach spaces. Bulletin des Sciences Mathematiques, 131(2), 175-217. https://doi.org/10.1016/j.bulsci.2006.05.009