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LIMIT THEOREMS FOR MULTIVALUED STOCHASTIC DIFFERENTIAL EQUATIONS

  • Speaker: WU Jing

  • Time: May 24, 2017, 11:00-12:00

  • Location: Conference Room 706, Service Center of Scientific Research and Teaching

Abstract:

We establish various limit theorems for multivalued stochastic dierential equations with non-Lipschitz continuous coefficients:


Moreover, a global semi-flow is obtained for stochastic dierential equations reflected in closed, convex domains.