A transfer principle for multivalued stochastic differential equations

In this paper we prove a transfer principle for multivalued stochastic differential equations.     

Complementarity problems for multivalued monotone operator in Banach spaces

We utilize S. Park's maximal element theorem in this paper to prove the existence theorems of solutions of the complementarity problems for multivalued monotone operator in Banach spaces.     

具有非Lipschitz系数的多值随机发展方程

本文在发展三元组的框架下,研究了一种具有极大单调算子和非Lipschitz系数的多值随机发展方程.在一定条件下,我们证明了这种方程的解的存在唯一性.     

Yosida approximations for multivalued stochastic partial differential equations driven by Lévy noise on a Gelfand triple

We prove the existence and uniqueness of solutions for a class of multivalued stochastic partial differential equations with maximal monotone drift on Banach space driven by multiplicative Lévy noise. We also establish the strong convergence result for solutions of the approximating equations where the maximal monotone drift operator is replaced by its Yosida approximation. As an application, the existence and uniqueness of solutions for multivalued stochastic porous medium equations is obtained.     

Strong convergence rate for multivalued stochastic differential equations via stochastic theta method

In this paper we study the stochastic theta method for multivalued stochastic differential equations driven by standard Brownian motions and obtain the strong convergence rate of this numerical scheme.     

On multivalued complementarity problems in Banach spaces

In this paper, we prove a new existence result for multivalued complementarity problems in Banach spaces. Our result represents a refinement and improvement of the previously known results.     

On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients

In this paper, we prove local uniqueness for multivalued stochastic differential equations with Poisson jumps. Then existence and uniqueness of global solutions is obtained under the conditions that the coefficients satisfy locally Lipschitz continuity and one-sided linear growth of b. Moreover, we also prove the Markov property of the solution and the existence of invariant measures for the corresponding transition semigroup.     

Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients

The existence and uniqueness of solutions to the multivalued stochastic differential equations with non-Lipschitz coefficients are proved, and bicontinuous modifications of the solutions are obtained.     

On approximations of the Euler-Peano scheme for multivalued stochastic differential equations

It is known that a unique strong solution exists for multivalued stochastic differential equations under the Lipschitz continuity and linear growth conditions. In this paper we apply the Euler-Peano scheme to show that existence of weak solution and pathwise uniqueness still hold when the coefficients are random and satisfy one-sided locally Lipschitz continuous and an integral condition (i.e. Krylov's conditions put forward in On Kolmogorov's equations for finite-dimensional diffusions, Stochastic PDE's and Kolmogorov Equations in Infinite Dimensions (Cetraro, 1998), Lecture Notes in Math., 1715, Springer, Berlin, 1999, pp. 1–63). When the coefficients are nonrandom and possibly discontinuous but only satisfy some integral conditions, the sequence of solutions of the Euler-Peano scheme converges weakly, and the limit is a weak solution of the corresponding MSDE. As a particular case, we obtain a global semi-flow for stochastic differential equations reflected in closed, convex domains.     

Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability

In this paper we study the existence of the optimal (minimizing) control for a tracking problem, as well as a quadratic cost problem subject to linear stochastic evolution equations with unbounded coefficients in the drift. The backward differential Riccati equation (BDRE) associated with these problems (see [2], for finite dimensional stochastic equations or [21], for infinite dimensional equations with bounded coefficients) is in general different from the conventional BDRE (see [10], [18]). Under stabilizability and uniform observability conditions and assuming that the control weight-costs are uniformly positive, we establish that BDRE has a unique, uniformly positive, bounded on ℝ ₊ and stabilizing solution. Using this result we find the optimal control and the optimal cost. It is known [18] that uniform observability does not imply detectability and consequently our results are different from those obtained under detectability conditions (see [10]).      

On the connection between the existence of zeros and the asymptotic behavior of resolvents of maximal monotone operators in reflexive Banach spaces

A more systematic approach is introduced in the theory of zeros of maximal monotone operators , where is a real Banach space. A basic pair of necessary and sufficient boundary conditions is given for the existence of a zero of such an operator . These conditions are then shown to be equivalent to a certain asymptotic behavior of the resolvents or the Yosida resolvents of . Furthermore, several interesting corollaries are given, and the extendability of the necessary and sufficient conditions to the existence of zeros of locally defined, demicontinuous, monotone mappings is demonstrated. A result of Guan, about a pathwise connected set lying in the range of a monotone operator, is improved by including non-convex domains. A partial answer to Nirenberg's problem is also given. Namely, it is shown that a continuous, expansive mapping on a real Hilbert space is surjective if there exists a constant such that The methods for these results do not involve explicit use of any degree theory.

     

Variational solutions of dissipative jump-type stochastic evolution equations

We deal with existence and uniqueness of variational solutions to a class of dissipative stochastic evolution equations driven by general Lévy processes. Furthermore, we prove existence and uniqueness of the invariant measure and the existence of an invariant set associated with the solutions under mild conditions, respectively.     

On pathwise uniqueness of stochastic evolution equations in Hilbert spaces

The pathwise uniqueness of stochastic evolution equations driven by Q-Wiener processes is mainly investigated in this article. We focus on the case that the modulus of the continuity of the coefficients is not controlled by a linear function. Additionally, we show that the corresponding diffusion process is Feller.     

Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes

The purpose of this article is to investigate an averaging principle for multi-valued stochastic differential equations (MSDEs) driven by Poisson point processes. The solutions to MSDEs driven by Poisson point processes can be approximated by solutions to averaged MSDEs in the sense of both convergence in mean square and convergence in probability. Finally, an example is presented to illustrate the averaging principle.