On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients

DOI10.1007/s10114-012-1164-2zbMath1316.60101OpenAlexW2159417485MaRDI QIDQ1944845

Jing Wu

Publication date: 28 March 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-012-1164-2

zbMATH Keywords

global solutioninvariant measurelocal uniquenessPoisson point processMarkov propertytransition semigrouplocal solutionmultivalued stochastic differential equations

Mathematics Subject Classification ID

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Cites Work

• Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
• Exponential ergodicity of non-Lipschitz multivalued stochastic differential equations
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
• Reflected diffusion processes with jumps
• Multivalued Skorohod problem
• Quasi-sure product variation of two-parameter smooth martingales on the Wiener space
• Strong solutions of SDEs with singular drift and Sobolev diffusion coefficients
• Lévy Processes and Stochastic Calculus
• Second order PDE's in finite and infinite dimension

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