Acta mathematica scientia,Series B ›› 2016, Vol. 36 ›› Issue (2): 487-498.doi: 10.1016/S0252-9602(16)30015-7

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CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

Yue GUAN1, Hua ZHANG2   

  1. 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)

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

CLC Number: 

  • 60H15
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