Well-posedness of Stratonovich multi-valued SDEs driven by semimartingales

DOI10.1142/S0219493714500051zbMath1325.60100MaRDI QIDQ2930236

Jing Wu

Publication date: 18 November 2014

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

semimartingaleswell-posednessrandom time changemulti-valued stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Generalizations of martingales (60G48) Stochastic analysis (60H99)

Cites Work

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• Weak limit theorems for stochastic integrals and stochastic differential equations
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• Multivalued Skorohod problem
• On Wiener-Poisson type multivalued stochastic differential equations with non-Lipschitz coefficients
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• Modeling and analysis of stochastic differential equations driven by point processes
• WIENER–POISSON TYPE MULTIVALUED STOCHASTIC EVOLUTION EQUATIONS IN BANACH SPACES

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