Multi-valued Stochastic Differential Equations Driven by Poisson Point Processes

DOI10.1007/978-3-0348-0097-6_13zbMath1272.60037OpenAlexW988385218MaRDI QIDQ2909983

Jing Wu, Jiangang 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

maximal monotone operatorPoisson processmulti-valued stochastic differential equation

Mathematics Subject Classification ID

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

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Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler-Maruyama approximation ⋮ On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps ⋮ Exponential ergodicity for non-Lipschitz multivalued stochastic differential equations with Lévy jumps ⋮ 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

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