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Main Authors: Fan, Wujing, Hong, Wei, Liu, Wei
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2502.11640
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author Fan, Wujing
Hong, Wei
Liu, Wei
author_facet Fan, Wujing
Hong, Wei
Liu, Wei
contents In this paper, we generalize the classical Yosida approximation by utilizing a nonstandard duality mapping to establish the existence and uniqueness of both (probabilistically) weak and strong solutions and demonstrate the continuous dependence on initial values for a class of multi-valued stochastic evolution inclusions within the variational framework. Furthermore, leveraging this generalized Yosida approximation, we derive the finite-time extinction of solutions with probability one and also provide an explicit upper bound of the moment of extinction time for multi-valued stochastic evolution inclusions perturbed by linear multiplicative noise. The main results are applicable to various examples, including multi-valued stochastic porous media equations, stochastic $Φ$-Laplace equations and stochastic evolution inclusions involving subdifferentials.
format Preprint
id arxiv_https___arxiv_org_abs_2502_11640
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Generalized Yosida Approximation and Multi-Valued Stochastic Evolution Inclusions
Fan, Wujing
Hong, Wei
Liu, Wei
Probability
In this paper, we generalize the classical Yosida approximation by utilizing a nonstandard duality mapping to establish the existence and uniqueness of both (probabilistically) weak and strong solutions and demonstrate the continuous dependence on initial values for a class of multi-valued stochastic evolution inclusions within the variational framework. Furthermore, leveraging this generalized Yosida approximation, we derive the finite-time extinction of solutions with probability one and also provide an explicit upper bound of the moment of extinction time for multi-valued stochastic evolution inclusions perturbed by linear multiplicative noise. The main results are applicable to various examples, including multi-valued stochastic porous media equations, stochastic $Φ$-Laplace equations and stochastic evolution inclusions involving subdifferentials.
title Generalized Yosida Approximation and Multi-Valued Stochastic Evolution Inclusions
topic Probability
url https://arxiv.org/abs/2502.11640