Article ID Journal Published Year Pages File Type
1155877 Stochastic Processes and their Applications 2012 13 Pages PDF
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 11q>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)
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