Multi-valued stochastic differential equations driven by Poisson point processes

DOI10.1007/978-3-0348-0097-6_13MaRDI QIDQ2909983zbMATH OpenOpenAlexFDO

Authors 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

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)

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• WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES
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