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| 与多值随机微分方程相关马氏半群的无穷小生成元（英文） | |
| 引用本文： | 徐嗣棪,郑梦琪. 与多值随机微分方程相关马氏半群的无穷小生成元（英文）[J]. 应用概率统计, 2018, 0(6): 565-576 |
| 作者姓名： | 徐嗣棪 郑梦琪 |
| 作者单位： | 北方工业大学理学院;华南理工大学数学学院 |
| 基金项目： | supported by the Belt and Road National Talent Training base Project for International Cooperation and Exchanges(Grant No.106052961805);the Zhejiang Provincial Natural Science Foundation(Grant No.LQ13A010020);the National Natural Science Foundation of China(Grant No.11471340) |
| 摘 要： | 当多值随机微分方程的扩散及漂移系数满足利普希兹连续性条件时,我们考虑其解的无穷小生成元问题.为了找出该无穷小生成元的核,我们研究了对应的多值椭圆方程及其粘性解. |
| 关 键 词： | 多值随机微分方程 马氏半群 无穷小生成元 粘性解 |
The Infinitesimal Generator of Markov Semigroup Associated with Multivalued Stochastic Differential Equation |
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| XU Siyan,ZHENG Mengqi. The Infinitesimal Generator of Markov Semigroup Associated with Multivalued Stochastic Differential Equation[J]. Chinese Journal of Applied Probability and Statisties, 2018, 0(6): 565-576 | |
| Authors: | XU Siyan ZHENG Mengqi |
| Affiliation: | (College of Science,North China University of,Technology,Beijing,100144,China;School of Mathematics,South China University of Technology,Guangzhou,510650,China) |
| Abstract: | XU Siyan;ZHENG Mengqi(College of Science,North China University of,Technology,Beijing,100144,China;School of Mathematics,South China University of Technology,Guangzhou,510650,China) |
| Keywords: | multivalued stochastic differential equation Markov semigroup infinitesimal generator viscosity solution |
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