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| 引用本文： | ���×�,֣����.���ֵ����ַ���������ϰ�Ⱥ������С����Ԫ[J].应用概率统计,2018,34(6):565-576. |
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| 作者姓名： | ���×�,֣���� |
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| 作者单位： | ??????????????, ????, 100144; ??????????????, ????, 510640 |
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| 摘 要： |
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| 关 键 词： | ???????????? ?????? ????С????? ???? |
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,2018,34(6):565-576. |
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| Authors: | XU Siyan ZHENG Mengqi |
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| Institution: | College of Science, North China University of Technology, Beijing, 100144, China; School of Mathematics, South China University of Technology, Guangzhou, 510640, China |
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| Abstract: | Under the condition that the coefficients are Lipschitz continuous, we study the infinitesimal generator of Markov semigroup corresponding to the multivalued stochastic equation. In order to provide a core of the infinitesimal generator, we investigate the associated multivalued elliptic equation and its viscosity solutions. |
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| Keywords: | multivalued stochastic differential equation Markov semigroup infinitesimal generator viscosity solution |
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