The Infinitesimal Generator of Markov Semigroup Associated with Multivalued Stochastic Differential Equation
-
Graphical Abstract
-
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.
-
-