English

The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations

Optimization and Control 2009-12-15 v4 Dynamical Systems

Abstract

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.

Keywords

Cite

@article{arxiv.0809.4447,
  title  = {The Fitzpatrick function - a bridge between convex analysis and multivalued stochastic differential equations},
  author = {Aurel Rascanu and Eduard Rotenstein},
  journal= {arXiv preprint arXiv:0809.4447},
  year   = {2009}
}

Comments

35 pages, Journal of Convex Analysis

R2 v1 2026-06-21T11:24:14.387Z