与多值随机微分方程相关马氏半群的无穷小生成元

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.