On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales

DOI10.1007/S11425-013-4627-8zbMath1309.60063OpenAlexW1989978036MaRDI QIDQ476744

Hua Zhang, Jing Wu, Jiangang Ren

Publication date: 2 December 2014

Published in: Science China. Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11425-013-4627-8

zbMATH Keywords

convergenceexistenceuniquenesssemimartingalemulti-valued stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Monotone operators and generalizations (47H05) Generalizations of martingales (60G48) Stochastic analysis (60H99)

Related Items (2)

Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes ⋮ Large deviation for mean-field stochastic differential equations with subdifferential operator

Cites Work

• Unnamed Item
• Unnamed Item
• Large deviations for multivalued stochastic differential equations
• On regularity of invariant measures of multivalued stochastic differential equations
• Skorohod problem and multivalued stochastic evolution equations in Banach spaces
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• A transfer principle for multivalued stochastic differential equations
• On the existence, uniqueness, convergence and explosions of solutions of systems of stochastic integral equations
• Multivalued Skorohod problem
• The Generator of the Transition Semigroup Corresponding to a Stochastic Variational Inequality
• Stochastic differential equations with reflecting boundary conditions
• Ergodicité d'inégalités variationnelles stochastiques

This page was built for publication: On existence, uniqueness and convergence of multi-valued stochastic differential equations driven by continuous semimartingales