CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

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

作者关岳张华

机构地区 School of Mathematics and Computational Science School of Statistics & Research Center of Applied Statistics

出处《Acta Mathematica Scientia》 SCIE CSCD 2016年第2期487-498,共12页 数学物理学报（B辑英文版）

基金 supported by NSFs of China(11471340 and 11461028)

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

分类号 O211.63 [理学—概率论与数理统计]

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CONVERGENCE OF INVARIANT MEASURES FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

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