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

DOI10.1007/S10114-012-1164-2zbMATH Open1316.60101OpenAlexW2159417485MaRDI QIDQ1944845FDOQ1944845

Authors: 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

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zbMATH Keywords

global solutioninvariant measurelocal solutionPoisson point processMarkov propertylocal uniquenesstransition semigroupmultivalued stochastic differential equations

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Invariant measures for infinite-dimensional dissipative dynamical systems (37L40) Transition functions, generators and resolvents (60J35) Stochastic analysis (60H99)

Cites Work

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

Cited In (10)

• WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
• Propagation of chaos for stochastic spatially structured neuronal networks with delay driven by jump diffusions
• A note on existence of global solutions and invariant measures for jump SDEs with locally one-sided Lipschitz drift
• Multivalued stochastic differential equations with non-Lipschitz coefficients
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
• Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps
• On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps
• Existence and uniqueness of solutions of stochastic differential equations with non-Lipschitz diffusion and Poisson measure
• Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales
• Multi-valued stochastic differential equations driven by Poisson point processes

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