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doi:10.3969/j.issn.1001-4268.2018.06.002

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��ֵ��΢�ַ��̵��ɢ��Ư��ϵ��ϣ��ʱ, ��ǿ��С��Ԫ��. Ϊ��ҳ��С��Ԫ�ĺ�,��о��˶�Ӧ�Ķ�ֵ��Բ��̼��ճ�Խ�.

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�ؼ�� �� ֵ��΢�ַ��, ��ϰ�Ⱥ, ��С��Ԫ, ճ�Խ�

Abstract��

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.

Key words�� multivalued stochastic differential equation;Markov semigroup infinitesimal generator viscosity solution

PACS:

O211.63

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��×�; ֣��. ��ֵ��΢�ַ��ϰ�Ⱥ��С��Ԫ[J]. Ӧ�ø��ͳ��, 2018, 34(6): 565-576. XU Siyan; ZHENG Mengqi. The Infinitesimal Generator of Markov Semigroup Associated with Multivalued Stochastic Differential Equation. CHINESE JOURNAL OF APPLIED PROBABILITY AND STATIST, 2018, 34(6): 565-576.

��ӱ��:

http://aps.ecnu.edu.cn/CN/10.3969/j.issn.1001-4268.2018.06.002 �� http://aps.ecnu.edu.cn/CN/Y2018/V34/I6/565

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