CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

doi:10.1016/S0252-9602(16)30015-7

数学物理学报(英文版) ›› 2016, Vol. 36 ›› Issue (2): 487-498.doi: 10.1016/S0252-9602(16)30015-7

CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

关岳¹, 张华²

1. School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275, China;
2. School of Statistics & Research Center of Applied Statistics, Jiangxi University of Finance and Economics, Nanchang 330013, China

收稿日期:2014-10-29 修回日期:2015-03-19 出版日期:2016-04-25 发布日期:2016-04-25
作者简介:Yue GUAN,E-mail:guanyue1@yahoo.com;Hua ZHANG,E-mail:zh860801@163.com
基金资助:
This work is supported by NSFs of China (11471340 and 11461028)

CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

Yue GUAN¹, Hua ZHANG²

1. School of Mathematics and Computational Science, Sun Yat-Sen University, Guangzhou 510275, China;
2. School of Statistics & Research Center of Applied Statistics, Jiangxi University of Finance and Economics, Nanchang 330013, China

Received:2014-10-29 Revised:2015-03-19 Online:2016-04-25 Published:2016-04-25
Supported by:
This work is supported by NSFs of China (11471340 and 11461028)

摘要/Abstract

摘要：

This article is concerned with the weak convergence of invariant measures associated with multivalued stochastic differential equations in the finite dimensional space.

关键词: Invariant measure, multivalued stochastic differential equation, maximal monotone operator, Yosida approximation

Abstract:

This article is concerned with the weak convergence of invariant measures associated with multivalued stochastic differential equations in the finite dimensional space.

Key words: Invariant measure, multivalued stochastic differential equation, maximal monotone operator, Yosida approximation

中图分类号:

60H15

关岳, 张华. CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS[J]. 数学物理学报(英文版), 2016, 36(2): 487-498.

Yue GUAN, Hua ZHANG. CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS[J]. Acta mathematica scientia,Series B, 2016, 36(2): 487-498.

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CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

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