Title: On regularity of invariant measures of multivalued stochastic differential equations
Abstract: We prove that the invariant measure associated to a multivalued stochastic differential equation is absolutely continuous with respect to the Lebesgue measure with a density ρ∈Blocs,p,q for all 1<p<d/(d−1), 0<s<1 and q⩾1, and ρ∈W1,q(O) for all q>1 provided that O⋐Int(D(A)). In particular, ρ is locally α-Hölder continuous in Int(D(A)) for all α<1.