Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155877 | Stochastic Processes and their Applications | 2012 | 13 Pages |
Abstract
We prove that the invariant measure associated to a multivalued stochastic differential equation is absolutely continuous with respect to the Lebesgue measure with a density ρ∈Blocs,p,q for all 1
1q>1 provided that O⋐Int(D(A)). In particular, ρρ is locally αα-Hölder continuous in Int(D(A)) for all α<1α<1.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Jiagang Ren, Jing Wu,