与多值随机微分方程相关马氏半群的无穷小生成元（英文）  

The Infinitesimal Generator of Markov Semigroup Associated with Multivalued Stochastic Differential Equation

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)

机构地区：[1]北方工业大学理学院,北京100144 [2]华南理工大学数学学院,广州510640

出　　处：《应用概率统计》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)

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.

关 键 词：多值随机微分方程 马氏半群 无穷小生成元 粘性解 

分 类 号：O211.63[理学—概率论与数理统计]