Yosida approximations for multivalued stochastic differential equations
Yosida approximations for multivalued stochastic differential equations
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DOI：
10.1080/17442509508833965
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发表时间：
1995
期刊：
影响因子：
--
通讯作者：
R. Pettersson
中科院分区：
文献类型：
--
作者：
R. Pettersson
在适当的可积性条件下，证明了一类随机微分方程解的收敛性，其中Aλ是极大单调映射A的Yosida逼近，极限λ满足多值随机微分方程，并给出了具有间断漂移的随机微分方程的应用
Convergence of solutions to the stochastic differential equations , where Aλ is the Yosida approximation of a maximal monotone map A, is proved under suitable integrability conditions The limit ξ satisfies the multivalued stochastic differential equation Applications are given for stochastic differential equations with discontinuous drift