Geodesic
The Fitzpatrick Function - a Bridge between Convex Analysis and Multivalued Stochastic Differential Equations
Journal of convex analysis, Tome 18 (2011) no. 1, pp. 105-138

Voir la notice de l'article provenant de la source Heldermann Verlag

Using the Fitzpatrick function, we characterize the solutions for different classes of deterministic and stochastic differential equations driven by maximal monotone operators (or in particular subdifferential operators) as the minimum point of a suitably chosen convex lower semicontinuous function. Such technique provides a new approach for the existence of the solutions for the considered equations.
Classification : 60H15, 65C30, 47H05, 47H15
Mots-clés : Maximal monotone operators, Fitzpatrick function, Skorohod problem, stochastic differential equations 
@article{JCA_2011_18_1_JCA_2011_18_1_a5,
     author = {A. Rascanu and E. Rotenstein},
     title = {The {Fitzpatrick} {Function} - a {Bridge} between {Convex} {Analysis} and {Multivalued} {Stochastic} {Differential} {Equations}},
     journal = {Journal of convex analysis},
     pages = {105--138},
     publisher = {mathdoc},
     volume = {18},
     number = {1},
     year = {2011},
     url = {http://geodesic.mathdoc.fr/item/JCA_2011_18_1_JCA_2011_18_1_a5/}
}
TY  - JOUR
AU  - A. Rascanu
AU  - E. Rotenstein
TI  - The Fitzpatrick Function - a Bridge between Convex Analysis and Multivalued Stochastic Differential Equations
JO  - Journal of convex analysis
PY  - 2011
SP  - 105
EP  - 138
VL  - 18
IS  - 1
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/JCA_2011_18_1_JCA_2011_18_1_a5/
ID  - JCA_2011_18_1_JCA_2011_18_1_a5
ER  - 
%0 Journal Article
%A A. Rascanu
%A E. Rotenstein
%T The Fitzpatrick Function - a Bridge between Convex Analysis and Multivalued Stochastic Differential Equations
%J Journal of convex analysis
%D 2011
%P 105-138
%V 18
%N 1
%I mathdoc
%U http://geodesic.mathdoc.fr/item/JCA_2011_18_1_JCA_2011_18_1_a5/
%F JCA_2011_18_1_JCA_2011_18_1_a5
A. Rascanu; E. Rotenstein. The Fitzpatrick Function - a Bridge between Convex Analysis and Multivalued Stochastic Differential Equations. Journal of convex analysis, Tome 18 (2011) no. 1, pp. 105-138. http://geodesic.mathdoc.fr/item/JCA_2011_18_1_JCA_2011_18_1_a5/