A counterexample to the stochastic version of the Brouwer fixed point theorem
- Authors: Ponosov A.V.1
-
Affiliations:
- Norwegian University of Life Sciences
- Issue: Vol 26, No 134 (2021)
- Pages: 143-150
- Section: Articles
- URL: https://journals.rcsi.science/2686-9667/article/view/294985
- DOI: https://doi.org/10.20310/2686-9667-2021-26-134-143-150
- ID: 294985
Cite item
Full Text
Abstract
It is shown that the stochastic counterpart of the classical fixed point theorem for continuous maps in a finite dimensional Euclidean space (“Brouwer’s theorem”) is not, in general, true. This result implies, in particular, that a careful choice of invariant sets in the stochastic version of Brouwer’s theorem is necessary in the theory of stochastic nonlinear operators.
About the authors
Arcady V. Ponosov
Norwegian University of Life Sciences
Email: arkadi@nmbu.no
Doctor of Natural Sciences, Professor of the Institute of Mathematics P.O. Box 5003, №-1432, ˚As 5003, Norway
References
- B.N. Sadovskii, “A fixed-point principle”, Funct. Anal. Appl., 1:2 (1967), 151-153.
- J. Jacod, J. Memin, “Existence of weak solutions for stochastic differential equations with driving semimartingales”, Stochastics, 4 (1981), 317-337.
- A. Ponosov, “Fixed point method in the theory of stochastic differential equations”, Soviet Math. Doklady, 37:2 (1988), 426-429.
- J. Appell, P.P. Zabreiko, Nonlinear Superposition Operators, Cambridge Tracts in Mathematics, Cambridge University Press, Cambridge, 2008, 311 pp.
- A. Ponosov, “On the Nemytskii conjecture”, Soviet Math. Doklady, 34:1 (1987), 231-233.
- X. Mao, Stochastic Differential Equations and Applications, Horwood Publishing ltd., Chichester, 1997, 366 pp.
- B. Шksendal, Stochastic Differential Equations, Universitext, Springer-Verlag Berlin Heidelberg, Berlin, 2013, 379 pp.
- A. Ponosov, “Local operators and stochastic differential equations”, Functional Differential Equations, 4:1-2 (1997), 73-89.
- G.Di Nunno, B. Шksendal, F. Proske, Malliavin Calculus for Lґevy Processes with Applications to Finance, Universitext, Springer-Verlag Berlin Heidelberg, Berlin, 2009, 418 pp.
- D.H. Wagner, “Survey of measurable selection theorems”, SIAM J. Control and Optimization, 15:5 (1977), 859-903.
- I. V. Shragin, “Abstract Nemytskii operators are locally defined operators”, Soviet Math. Doklady, 17:2 (1976), 354-357.
- A. Ponosov, E. Stepanov, “Atomic operators, random dynamical systems and invariant measures”, St. Petersburg Math. J., 26 (2015), 607-642.
- S. G. Krantz, Function Theory of Several Complex Variables: Second Edition. V. 340, AMS Chelsea Publishing, Providence, 1992.
- Hu Sze-Tsen, Theory of Retracts, Wayne State University Press, Detroit, 1965, 234 pp.
Supplementary files

