Multi-valued stochastic differential equations driven by Poisson point processes

DOI10.1007/978-3-0348-0097-6_13zbMATH Open1272.60037OpenAlexW988385218MaRDI QIDQ2909983FDOQ2909983

Jing Wu, Jiagang Ren

Publication date: 7 September 2012

Published in: Stochastic Analysis with Financial Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-0348-0097-6_13

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zbMATH Keywords

Poisson processmaximal monotone operatormulti-valued stochastic differential equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Set-valued operators (47H04)

Cited In (10)

• WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
• Stochastic equations with discontinuous jump functions
• Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes
• Càdlàg Skorokhod problem driven by a maximal monotone operator
• Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation
• Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps
• Title not available (Why is that?)
• On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps
• Uniform large deviations for multivalued stochastic differential equations with Poisson jumps
• Set-valued stochastic integrals for convoluted Lévy processes

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