摘要
当多值随机微分方程的扩散及漂移系数满足利普希兹连续性条件时,我们考虑其解的无穷小生成元问题.为了找出该无穷小生成元的核,我们研究了对应的多值椭圆方程及其粘性解.
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.
作者
徐嗣棪
郑梦琪
XU Siyan;ZHENG Mengqi(College of Science,North China University of,Technology,Beijing,100144,China;School of Mathematics,South China University of Technology,Guangzhou,510650,China)
出处
《应用概率统计》
CSCD
北大核心
2018年第6期565-576,共12页
Chinese Journal of Applied Probability and Statistics
基金
supported by the Belt and Road National Talent Training base Project for International Cooperation and Exchanges(Grant No.106052961805)
the Zhejiang Provincial Natural Science Foundation(Grant No.LQ13A010020)
the National Natural Science Foundation of China(Grant No.11471340)
关键词
多值随机微分方程
马氏半群
无穷小生成元
粘性解
multivalued stochastic differential equation
Markov semigroup
infinitesimal generator
viscosity solution
