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Existence theorem and Wong-Zakai approximations for multivalued stochastic differential equations
Existence theorem Wong-Zakai approximations multivalued stochastic differential equations
2009/9/22
We consider finite-dimensional multivalued stochastic
differential equations where the drift has a multivalued and monotone
term. Existence and approximation results are obtained by an existence
th...
A logarithmic Sobolev inequality for one-dimensional multivalued stochastic differential equations
A logarithmic Sobolev inequality one-dimensional multivalued stochastic differential equations
2009/9/21
We establish a logarithmic Sobolev inequality for a one-
-dimensional multivalued stochastic differential equation associated with
the subdillerential of a convex lower semicontinuous function, usin...