Article ID Journal Published Year Pages File Type
4669243 Bulletin des Sciences Mathématiques 2007 43 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)