کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4669243 1346118 2007 43 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Skorohod problem and multivalued stochastic evolution equations in Banach spaces
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات (عمومی)
پیش نمایش صفحه اول مقاله
Skorohod problem and multivalued stochastic evolution equations in Banach spaces
چکیده انگلیسی

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.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Bulletin des Sciences Mathématiques - Volume 131, Issue 2, March 2007, Pages 175-217