Skorohod problem and multivalued stochastic evolution equations in Banach spaces

被引:33
作者
Zhang, Xicheng
机构
[1] Univ Bielefeld, Fak Math, D-33501 Bielefeld, Germany
[2] Huazhong Univ Sci & Technol, Dept Math, Wuhan 430074, Peoples R China
来源
BULLETIN DES SCIENCES MATHEMATIQUES | 2007年 / 131卷 / 02期
基金
美国国家科学基金会;
关键词
Skorohod problem; evolutional triple; maximal monotone operator; multivalued stochastic equation; invariant measure;
D O I
10.1016/j.bulsci.2006.05.009
中图分类号
O29 [应用数学];
学科分类号
070104 ;
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 mulitvalued nonlinear stochastic partial differential equations with possibly discontinuous coefficients. (c) 2006 Elsevier Masson SAS. All rights reserved.
引用
收藏
页码:175 / 217
页数:43
相关论文
共 25 条
  • [1] [Anonymous], 1987, LECT NOTES MATH
  • [2] [Anonymous], OPERATEURS MONOTONES
  • [3] [Anonymous], 1989, GRAD TEXTS MATH
  • [4] Barbu V., 1976, NONLINEAR SEMIGROUPS
  • [5] Diffusing particles with electrostatic repulsion
    Cepa, E
    Lepingle, D
    [J]. PROBABILITY THEORY AND RELATED FIELDS, 1997, 107 (04) : 429 - 449
  • [6] Multivalued Skorohod problem
    Cepa, E
    [J]. ANNALS OF PROBABILITY, 1998, 26 (02) : 500 - 532
  • [7] Cepa E., 1995, LECT NOTES MATH, V1613, P86, DOI DOI 10.1007/BFB0094202
  • [8] Da Prato G, 1996, ERGODICITY INFINITE
  • [9] Da Prato G, 1992, STOCHASTIC EQUATIONS
  • [10] Frankowska H., 1985, Stochastics, V14, P227, DOI 10.1080/17442508508833340